-64.1%
OUST vs PFG
+215.0%
-279.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.7% | +15.7% | +15.4% |
| 7D | +17.0% | -0.6% | +17.6% | +18.0% |
| 30D | -16.5% | +2.0% | -18.5% | -17.7% |
| 3M | -23.7% | -3.2% | -20.5% | -22.1% |
| 6M | +18.4% | +10.9% | +7.4% | +7.1% |
| YTD | +60.8% | +28.8% | +31.9% | +28.5% |
| 1Y | +44.2% | +39.2% | +5.0% | +8.2% |
| 3Y | +668.1% | +75.0% | +593.1% | +405.1% |
| 5Y | -48.8% | +91.9% | -140.8% | -67.0% |
| All | -64.1% | +215.0% | -279.1% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling