+105.1%
OSCR vs PFG
+46.8%
+58.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.1% | +4.5% | +6.1% |
| 7D | +15.5% | +4.9% | +10.6% | +12.4% |
| 30D | +8.5% | +5.7% | +2.9% | +5.3% |
| 3M | +15.8% | +2.6% | +13.3% | +13.8% |
| 6M | +89.5% | +19.8% | +69.7% | +70.9% |
| YTD | +144.9% | +36.3% | +108.6% | +113.5% |
| 1Y | +105.1% | +47.9% | +57.2% | +75.2% |
| All | +105.1% | +46.8% | +58.2% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling