+44.2%
OUST vs PENG
+88.9%
-44.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +12.4% | +1.6% | +6.2% |
| 7D | +17.0% | -19.4% | +36.4% | +29.5% |
| 30D | -16.5% | -42.4% | +25.9% | +14.6% |
| 3M | -23.7% | -25.6% | +2.0% | -14.1% |
| 6M | +18.4% | +7.3% | +11.1% | +0.3% |
| YTD | +60.8% | +113.9% | -53.1% | -21.5% |
| 1Y | +44.2% | +93.6% | -49.4% | -23.6% |
| All | +44.2% | +88.9% | -44.7% | -23.6% |
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