-5.1%
OSCR vs PTC
-2.0%
-3.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +5.4% |
| 7D | +10.7% | -12.8% | +23.5% | +18.9% |
| 30D | +18.3% | -9.8% | +28.1% | +24.2% |
| 3M | +20.5% | -2.1% | +22.6% | +17.9% |
| 6M | +138.5% | -18.1% | +156.6% | +160.4% |
| YTD | +129.7% | -23.5% | +153.2% | +159.9% |
| 1Y | +62.8% | -37.4% | +100.1% | +109.7% |
| 3Y | +411.8% | -7.2% | +419.0% | +371.3% |
| 5Y | +99.9% | +2.7% | +97.3% | +66.4% |
| All | -5.1% | -2.0% | -3.2% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling