+577.1%
OUST vs PENG
+101.4%
+475.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | -1.7% |
| 7D | +5.2% | +4.5% | +0.7% | +2.7% |
| 30D | -19.3% | -7.1% | -12.2% | -15.9% |
| 3M | -22.6% | -27.3% | +4.6% | -9.1% |
| 6M | +62.8% | +169.6% | -106.8% | +3.9% |
| YTD | +68.3% | +164.6% | -96.3% | +7.6% |
| 1Y | +28.5% | +109.5% | -80.9% | -9.1% |
| All | +577.1% | +101.4% | +475.7% | +326.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling