-62.4%
OUST vs PENG
+314.1%
-376.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | -1.9% |
| 7D | +5.2% | +4.5% | +0.7% | +2.6% |
| 30D | -19.3% | -7.1% | -12.2% | -15.7% |
| 3M | -22.6% | -27.3% | +4.6% | -8.3% |
| 6M | +62.8% | +169.6% | -106.8% | -4.0% |
| YTD | +68.3% | +164.6% | -96.3% | -0.6% |
| 1Y | +28.5% | +109.5% | -80.9% | -14.2% |
| 3Y | +554.0% | +98.9% | +455.1% | +278.0% |
| 5Y | -56.2% | +116.3% | -172.5% | -78.2% |
| All | -62.4% | +314.1% | -376.5% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling