+54.0%
PPL vs OSCR
-9.0%
+62.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.1% | +1.6% | -3.7% | -2.2% |
| 30D | -3.1% | +10.7% | -13.8% | -3.4% |
| 3M | -3.1% | +13.4% | -16.4% | -3.6% |
| 6M | -8.0% | +144.6% | -152.5% | -10.9% |
| YTD | -0.3% | +128.0% | -128.4% | -3.4% |
| 1Y | -2.2% | +68.7% | -70.9% | -4.5% |
| 3Y | +50.4% | +398.8% | -348.4% | +37.2% |
| 5Y | +36.9% | +87.3% | -50.4% | +22.0% |
| All | +54.0% | -9.0% | +62.9% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling