+105.1%
OSCR vs PFGC
+12.5%
+92.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +13.5% | -5.0% | +4.2% |
| 7D | +15.5% | +13.9% | +1.6% | +10.5% |
| 30D | +8.5% | +18.4% | -9.8% | +2.8% |
| 3M | +15.8% | -2.5% | +18.4% | +15.1% |
| 6M | +89.5% | +26.0% | +63.5% | +69.7% |
| YTD | +144.9% | +21.9% | +123.0% | +117.4% |
| 1Y | +105.1% | +13.4% | +91.7% | +88.0% |
| All | +105.1% | +12.5% | +92.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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