-5.8%
OSCR vs PPG
-16.1%
+10.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +1.6% | -6.2% | +7.9% | +5.2% |
| 30D | +10.7% | -7.9% | +18.6% | +15.8% |
| 3M | +13.4% | -10.2% | +23.6% | +19.5% |
| 6M | +144.6% | +2.7% | +141.9% | +136.3% |
| YTD | +128.0% | +4.9% | +123.2% | +115.6% |
| 1Y | +68.7% | -3.2% | +71.8% | +67.3% |
| 3Y | +398.8% | -17.0% | +415.8% | +433.5% |
| 5Y | +87.3% | -23.3% | +110.6% | +99.6% |
| All | -5.8% | -16.1% | +10.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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