-5.8%
OSCR vs PFG
+144.3%
-150.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.9% |
| 30D | +10.7% | +2.9% | +7.8% | +8.5% |
| 3M | +13.4% | +6.7% | +6.6% | +8.3% |
| 6M | +144.6% | +33.8% | +110.8% | +102.1% |
| YTD | +128.0% | +35.0% | +93.1% | +86.2% |
| 1Y | +68.7% | +46.4% | +22.2% | +29.8% |
| 3Y | +398.8% | +71.7% | +327.1% | +235.6% |
| 5Y | +87.3% | +113.7% | -26.4% | +19.6% |
| All | -5.8% | +144.3% | -150.1% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling