+36.8%
PPL vs OSCR
+92.3%
-55.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.4% |
| 7D | 0.0% | +4.7% | -4.7% | -0.1% |
| 30D | -1.3% | +14.8% | -16.0% | -1.7% |
| 3M | -2.6% | +16.7% | -19.3% | -3.2% |
| 6M | -8.4% | +127.5% | -135.9% | -11.4% |
| YTD | +0.2% | +121.0% | -120.8% | -3.1% |
| 1Y | -0.2% | +58.4% | -58.6% | -2.7% |
| 3Y | +52.9% | +392.4% | -339.5% | +37.5% |
| 5Y | +36.8% | +80.5% | -43.6% | +21.5% |
| All | +36.8% | +92.3% | -55.4% | +21.5% |
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