-51.3%
OUST vs PFG
+91.4%
-142.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.7% | +15.7% | +15.6% |
| 7D | +17.0% | -0.6% | +17.6% | +18.1% |
| 30D | -16.5% | +2.0% | -18.5% | -18.0% |
| 3M | -23.7% | -3.2% | -20.5% | -21.9% |
| 6M | +18.4% | +10.9% | +7.4% | +4.5% |
| YTD | +60.8% | +28.8% | +31.9% | +21.6% |
| 1Y | +44.2% | +39.2% | +5.0% | +0.8% |
| 3Y | +668.1% | +75.0% | +593.1% | +346.2% |
| All | -51.3% | +91.4% | -142.7% | -72.3% |
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