+91.5%
OSCR vs PFGC
+110.3%
-18.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.6% | -4.8% | +6.4% | +4.0% |
| 30D | +10.7% | -12.5% | +23.2% | +18.0% |
| 3M | +13.4% | -9.7% | +23.1% | +18.0% |
| 6M | +144.6% | +7.0% | +137.5% | +132.8% |
| YTD | +128.0% | +4.5% | +123.6% | +117.7% |
| 1Y | +68.7% | -11.6% | +80.2% | +75.4% |
| 3Y | +398.8% | +58.5% | +340.3% | +256.9% |
| All | +91.5% | +110.3% | -18.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling