-55.1%
OUST vs PENG
+31.0%
-86.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -23.0% | +14.0% | +3.8% |
| 7D | -5.0% | -36.7% | +31.6% | +19.0% |
| 30D | -32.0% | -42.0% | +10.0% | -12.0% |
| 3M | -32.4% | -33.2% | +0.8% | -19.6% |
| 6M | +6.7% | +2.1% | +4.6% | -0.4% |
| YTD | +41.0% | +90.3% | -49.3% | -6.8% |
| 1Y | +18.0% | +67.7% | -49.7% | -16.6% |
| 3Y | +560.6% | +154.2% | +406.4% | +239.7% |
| 5Y | -55.1% | +28.3% | -83.4% | -74.8% |
| All | -55.1% | +31.0% | -86.1% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling