-60.6%
OUST vs PFG
+229.4%
-290.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.3% |
| 7D | +31.9% | +3.0% | +28.9% | +29.5% |
| 30D | -4.2% | +8.2% | -12.4% | -9.7% |
| 3M | -9.3% | +2.7% | -12.0% | -11.6% |
| 6M | +51.7% | +17.2% | +34.4% | +31.1% |
| YTD | +76.6% | +34.8% | +41.9% | +36.4% |
| 1Y | +48.9% | +43.6% | +5.3% | +9.2% |
| 3Y | +675.3% | +85.4% | +589.8% | +388.0% |
| 5Y | -44.0% | +102.2% | -146.2% | -65.2% |
| All | -60.6% | +229.4% | -290.0% | -77.1% |
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