+57.9%
PPL vs OSCR
+339.8%
-281.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | +2.6% | -9.5% | +12.2% | +2.8% |
| 3M | +0.8% | +0.9% | -0.1% | +0.8% |
| 6M | +1.4% | +31.5% | -30.0% | +1.0% |
| YTD | +4.3% | +116.1% | -111.8% | +3.0% |
| 1Y | +0.8% | +122.6% | -121.8% | -0.6% |
| 3Y | +57.9% | +356.6% | -298.7% | +51.9% |
| All | +57.9% | +339.8% | -281.9% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling