+9.3%
PCG vs OSCR
+154.5%
-145.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.3% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +0.8% | -9.5% | +10.3% | +1.3% |
| 3M | -23.8% | +0.9% | -24.7% | -23.9% |
| 6M | -19.6% | +31.5% | -51.1% | -21.2% |
| YTD | -16.7% | +116.1% | -132.8% | -20.9% |
| 1Y | -19.4% | +122.6% | -142.0% | -23.8% |
| 3Y | -18.3% | +356.6% | -374.9% | -28.7% |
| All | +9.3% | +154.5% | -145.2% | -3.2% |
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 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