+654.8%
PWR vs OSCR
-9.5%
+664.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | -7.7% | +16.5% | -24.2% | -9.2% |
| 3M | -4.9% | +17.0% | -21.9% | -6.8% |
| 6M | +9.7% | +145.0% | -135.2% | -1.3% |
| YTD | +46.7% | +126.7% | -80.0% | +32.5% |
| 1Y | +58.7% | +67.2% | -8.5% | +46.7% |
| 3Y | +200.7% | +405.1% | -204.4% | +133.0% |
| 5Y | +438.6% | +86.2% | +352.4% | +332.1% |
| All | +654.8% | -9.5% | +664.3% | +530.6% |
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 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