-5.3%
PG vs OSCR
+75.7%
-81.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.9% | +5.8% | -4.0% | +1.9% |
| 30D | -0.2% | +7.1% | -7.4% | -0.2% |
| 3M | +4.8% | +36.7% | -31.9% | +5.1% |
| 6M | -6.1% | +114.3% | -120.4% | -5.3% |
| YTD | +4.5% | +124.4% | -120.0% | +5.8% |
| 1Y | -5.3% | +75.5% | -80.8% | -3.7% |
| All | -5.3% | +75.7% | -81.1% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling