+50.3%
OUST vs PFG
+43.7%
+6.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.0% | +6.8% | +8.1% |
| 7D | +36.7% | +2.3% | +34.4% | +35.3% |
| 30D | -3.3% | +7.6% | -10.9% | -6.9% |
| 3M | -11.1% | +2.5% | -13.7% | -13.0% |
| 6M | +53.1% | +16.6% | +36.4% | +32.4% |
| YTD | +78.2% | +34.1% | +44.2% | +30.9% |
| All | +50.3% | +43.7% | +6.5% | +3.2% |
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