+135.3%
PM vs OSCR
+96.8%
+38.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +4.7% | +1.6% | +3.1% | +4.6% |
| 30D | +2.6% | +10.7% | -8.1% | +2.4% |
| 3M | +6.6% | +13.4% | -6.8% | +6.2% |
| 6M | +16.5% | +144.6% | -128.1% | +14.2% |
| YTD | +21.2% | +128.0% | -106.9% | +18.9% |
| 1Y | +17.9% | +68.7% | -50.7% | +16.1% |
| 3Y | +129.8% | +398.8% | -269.0% | +114.9% |
| All | +135.3% | +96.8% | +38.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling