+59.1%
PPL vs OSCR
-11.3%
+70.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -2.2% | -3.7% | +1.5% | -2.1% |
| 30D | +1.7% | -5.5% | +7.1% | +1.8% |
| 3M | +0.1% | +7.9% | -7.7% | -0.2% |
| 6M | -1.5% | +34.6% | -36.1% | -2.7% |
| YTD | +3.0% | +122.3% | -119.3% | -0.2% |
| 1Y | -1.4% | +111.5% | -113.0% | -4.4% |
| 3Y | +53.5% | +349.2% | -295.8% | +40.8% |
| 5Y | +46.4% | +162.2% | -115.8% | +30.8% |
| All | +59.1% | -11.3% | +70.3% | +32.2% |
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