+411.8%
OSCR vs PCOR
-17.1%
+428.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.5% | +3.3% |
| 7D | +10.7% | -6.9% | +17.6% | +13.1% |
| 30D | +18.3% | -1.5% | +19.9% | +18.4% |
| 3M | +20.5% | +18.5% | +2.0% | +13.1% |
| 6M | +138.5% | -4.7% | +143.2% | +136.9% |
| YTD | +129.7% | -22.8% | +152.5% | +145.1% |
| 1Y | +62.8% | -20.7% | +83.5% | +71.7% |
| 3Y | +411.8% | -14.6% | +426.3% | +392.3% |
| All | +411.8% | -17.1% | +428.9% | +392.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling