+102.6%
OSCR vs PCOR
-17.9%
+120.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.3% |
| 7D | +3.3% | +20.7% | -17.5% | -6.4% |
| 30D | +0.3% | +35.7% | -35.4% | -14.4% |
| 3M | +21.0% | +31.1% | -10.1% | +4.1% |
| 6M | +57.1% | +43.1% | +13.9% | +26.8% |
| YTD | +132.9% | +4.8% | +128.1% | +116.1% |
| 1Y | +129.1% | -3.7% | +132.8% | +123.0% |
| 3Y | +370.7% | +46.5% | +324.2% | +221.7% |
| 5Y | +102.6% | -17.3% | +119.9% | +93.5% |
| All | +102.6% | -17.9% | +120.5% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling