+182.6%
PM vs OSCR
-11.8%
+194.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.6% |
| 7D | -1.2% | +4.7% | -5.9% | -1.3% |
| 30D | -0.2% | +14.8% | -14.9% | -0.4% |
| 3M | +4.9% | +16.7% | -11.8% | +4.5% |
| 6M | +9.0% | +127.5% | -118.5% | +7.3% |
| YTD | +17.8% | +121.0% | -103.2% | +15.9% |
| 1Y | +16.8% | +58.4% | -41.6% | +15.4% |
| 3Y | +125.4% | +392.4% | -267.0% | +113.3% |
| 5Y | +128.7% | +80.5% | +48.2% | +112.6% |
| All | +182.6% | -11.8% | +194.4% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling