+30.6%
OSCR vs PCOR
-30.9%
+61.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +2.1% |
| 7D | +5.8% | -9.0% | +14.8% | +10.7% |
| 30D | +7.1% | +4.2% | +2.9% | +4.4% |
| 3M | +36.7% | +14.4% | +22.2% | +25.6% |
| 6M | +114.3% | +0.2% | +114.1% | +105.8% |
| YTD | +124.4% | -20.3% | +144.7% | +140.0% |
| 1Y | +75.5% | -16.1% | +91.6% | +81.4% |
| 3Y | +390.1% | -14.7% | +404.8% | +355.2% |
| 5Y | +77.1% | -43.2% | +120.3% | +79.9% |
| All | +30.6% | -30.9% | +61.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling