+28.5%
OUST vs PFG
+51.4%
-22.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +3.0% |
| 7D | +5.2% | +5.5% | -0.3% | 0.0% |
| 30D | -19.3% | +2.4% | -21.6% | -21.1% |
| 3M | -22.6% | +13.6% | -36.2% | -33.5% |
| 6M | +62.8% | +27.9% | +34.9% | +21.3% |
| YTD | +68.3% | +35.6% | +32.8% | +13.1% |
| 1Y | +28.5% | +48.5% | -19.9% | -24.8% |
| All | +28.5% | +51.4% | -22.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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