-55.8%
OUST vs PFG
+92.7%
-148.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.5% | -9.0% | -9.0% |
| 7D | -3.8% | +2.4% | -6.2% | -5.7% |
| 30D | +5.1% | +5.9% | -0.8% | -0.2% |
| 3M | -25.8% | -0.4% | -25.4% | -25.9% |
| 6M | -2.0% | +14.8% | -16.9% | -16.4% |
| YTD | +54.7% | +31.9% | +22.8% | +14.7% |
| 1Y | +48.8% | +38.8% | +10.0% | +4.7% |
| 3Y | +607.8% | +82.4% | +525.4% | +296.8% |
| All | -55.8% | +92.7% | -148.6% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling