+62.3%
PSA vs OSCR
-9.0%
+71.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -1.8% | +1.6% | -3.4% | -1.9% |
| 30D | -8.4% | +10.7% | -19.0% | -8.9% |
| 3M | -7.8% | +13.4% | -21.2% | -8.6% |
| 6M | +0.8% | +144.6% | -143.8% | -4.2% |
| YTD | +16.5% | +128.0% | -111.6% | +10.9% |
| 1Y | +4.7% | +68.7% | -63.9% | +0.7% |
| 3Y | +21.1% | +398.8% | -377.7% | +8.1% |
| 5Y | +14.2% | +87.3% | -73.1% | +0.2% |
| All | +62.3% | -9.0% | +71.3% | +42.6% |
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