+134.1%
PSX vs OSCR
+401.8%
-267.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +1.7% | +1.6% | +0.1% | +1.7% |
| 30D | +15.6% | +10.7% | +5.0% | +15.3% |
| 3M | +46.5% | +13.4% | +33.1% | +45.9% |
| 6M | +55.0% | +144.6% | -89.5% | +51.7% |
| YTD | +105.3% | +128.0% | -22.8% | +101.1% |
| 1Y | +101.6% | +68.7% | +32.9% | +98.5% |
| 3Y | +134.1% | +398.8% | -264.6% | +107.5% |
| All | +134.1% | +401.8% | -267.7% | +107.5% |
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 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