-15.5%
PCG vs OSCR
+398.9%
-414.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.5% |
| 30D | -18.9% | +16.5% | -35.4% | -19.4% |
| 3M | -15.8% | +17.0% | -32.8% | -16.5% |
| 6M | -22.6% | +145.0% | -167.5% | -26.0% |
| YTD | -12.2% | +126.7% | -138.9% | -15.9% |
| 1Y | -7.1% | +67.2% | -74.3% | -10.1% |
| All | -15.5% | +398.9% | -414.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling