-5.8%
OSCR vs PTC
-3.8%
-2.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | +1.6% | -7.3% | +8.9% | +5.7% |
| 30D | +10.7% | -11.6% | +22.3% | +17.7% |
| 3M | +13.4% | +10.5% | +2.9% | +4.1% |
| 6M | +144.6% | -17.8% | +162.4% | +165.9% |
| YTD | +128.0% | -24.9% | +153.0% | +160.8% |
| 1Y | +68.7% | -36.8% | +105.5% | +115.8% |
| 3Y | +398.8% | -8.7% | +407.5% | +363.3% |
| 5Y | +87.3% | +4.1% | +83.1% | +55.0% |
| All | -5.8% | -3.8% | -2.0% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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