-60.6%
OUST vs PENG
+257.1%
-317.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.4% |
| 7D | +31.9% | -16.1% | +48.0% | +42.2% |
| 30D | -4.2% | -41.5% | +37.3% | +25.1% |
| 3M | -9.3% | -19.1% | +9.8% | -2.6% |
| 6M | +51.7% | +0.9% | +50.7% | +43.8% |
| YTD | +76.6% | +128.2% | -51.6% | +7.7% |
| 1Y | +48.9% | +98.6% | -49.7% | -2.4% |
| 3Y | +675.3% | +188.2% | +487.1% | +284.0% |
| 5Y | -44.0% | +55.5% | -99.6% | -68.7% |
| All | -60.6% | +257.1% | -317.7% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling