+28.6%
OSCR vs PCOR
-35.6%
+64.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.1% | -2.0% |
| 7D | +4.7% | -9.0% | +13.7% | +9.5% |
| 30D | +14.8% | -7.0% | +21.8% | +18.1% |
| 3M | +16.7% | +18.3% | -1.7% | +5.6% |
| 6M | +127.5% | -7.8% | +135.3% | +127.6% |
| YTD | +121.0% | -25.6% | +146.6% | +144.2% |
| 1Y | +58.4% | -22.7% | +81.1% | +70.3% |
| 3Y | +392.4% | -17.7% | +410.1% | +362.3% |
| 5Y | +80.5% | -42.0% | +122.5% | +84.0% |
| All | +28.6% | -35.6% | +64.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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