+61.3%
PSA vs OSCR
-9.5%
+70.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -3.6% | +1.1% | -4.7% | -3.7% |
| 30D | -9.4% | +16.5% | -25.9% | -10.1% |
| 3M | -8.2% | +17.0% | -25.2% | -9.1% |
| 6M | -1.8% | +145.0% | -146.8% | -6.7% |
| YTD | +15.7% | +126.7% | -111.0% | +10.3% |
| 1Y | +6.3% | +67.2% | -61.0% | +2.3% |
| 3Y | +21.6% | +405.1% | -383.6% | +8.5% |
| 5Y | +13.5% | +86.2% | -72.7% | -0.4% |
| All | +61.3% | -9.5% | +70.8% | +41.7% |
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