+218.5%
PWR vs OSCR
+401.8%
-183.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +5.1% |
| 7D | +4.2% | +1.6% | +2.6% | +4.0% |
| 30D | -4.0% | +10.7% | -14.7% | -5.0% |
| 3M | -4.8% | +13.4% | -18.1% | -6.2% |
| 6M | +14.6% | +144.6% | -129.9% | +3.8% |
| YTD | +54.2% | +128.0% | -73.8% | +40.1% |
| 1Y | +67.1% | +68.7% | -1.5% | +55.1% |
| 3Y | +218.5% | +398.8% | -180.3% | +117.6% |
| All | +218.5% | +401.8% | -183.4% | +117.6% |
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 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