+57.3%
PPL vs OSCR
-10.4%
+67.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +5.8% | -3.2% | +2.5% |
| 30D | +0.5% | +7.1% | -6.6% | +0.2% |
| 3M | +0.7% | +36.7% | -36.0% | -0.4% |
| 6M | -7.6% | +114.3% | -121.9% | -10.1% |
| YTD | +1.8% | +124.4% | -122.6% | -1.2% |
| 1Y | -0.8% | +75.5% | -76.2% | -3.3% |
| 3Y | +56.9% | +390.1% | -333.3% | +43.2% |
| 5Y | +39.5% | +77.1% | -37.6% | +24.4% |
| All | +57.3% | -10.4% | +67.7% | +30.8% |
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