+40.3%
PCG vs OSCR
-8.3%
+48.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +3.5% |
| 7D | +5.4% | +10.7% | -5.3% | +4.8% |
| 30D | -15.1% | +18.3% | -33.4% | -15.9% |
| 3M | -9.8% | +20.5% | -30.3% | -10.9% |
| 6M | -18.0% | +138.5% | -156.5% | -22.4% |
| YTD | -7.2% | +129.7% | -137.0% | -12.1% |
| 1Y | +2.9% | +62.8% | -59.9% | -1.1% |
| 3Y | -11.1% | +411.8% | -422.9% | -22.8% |
| 5Y | +61.8% | +99.9% | -38.2% | +41.4% |
| All | +40.3% | -8.3% | +48.6% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling