+21.2%
OUST vs PENG
+120.5%
-99.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -9.1% | +24.8% | +21.5% |
| 7D | -0.2% | -20.5% | +20.3% | +13.8% |
| 30D | -24.0% | -20.4% | -3.6% | -15.8% |
| 3M | -29.9% | -16.4% | -13.5% | -25.3% |
| 6M | +19.1% | +49.2% | -30.1% | -18.0% |
| YTD | +55.0% | +147.2% | -92.2% | -29.3% |
| 1Y | +21.2% | +124.7% | -103.5% | -40.6% |
| All | +21.2% | +120.5% | -99.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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