+134.0%
PCAR vs OSCR
-9.0%
+143.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | -6.4% | +10.7% | -17.0% | -6.9% |
| 3M | +4.7% | +13.4% | -8.7% | +3.7% |
| 6M | +4.5% | +144.6% | -140.1% | -1.0% |
| YTD | +13.0% | +128.0% | -115.0% | +7.3% |
| 1Y | +23.6% | +68.7% | -45.1% | +18.6% |
| 3Y | +60.7% | +398.8% | -338.0% | +40.9% |
| 5Y | +164.5% | +87.3% | +77.2% | +133.1% |
| All | +134.0% | -9.0% | +143.0% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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