+162.7%
PCAR vs OSCR
+84.7%
+78.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.3% |
| 7D | -0.2% | +4.7% | -4.9% | -0.5% |
| 30D | -6.9% | +14.8% | -21.7% | -7.6% |
| 3M | +2.1% | +16.7% | -14.6% | +1.0% |
| 6M | +1.6% | +127.5% | -125.9% | -3.5% |
| YTD | +12.2% | +121.0% | -108.8% | +6.6% |
| 1Y | +28.0% | +58.4% | -30.4% | +23.2% |
| 3Y | +61.0% | +392.4% | -331.4% | +40.4% |
| All | +162.7% | +84.7% | +78.0% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling