-68.5%
OUST vs PFG
+220.4%
-289.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.8% | -5.2% | -5.9% |
| 7D | -5.0% | -0.7% | -4.3% | -3.9% |
| 30D | -32.0% | +2.8% | -34.9% | -33.3% |
| 3M | -32.4% | -1.0% | -31.3% | -32.1% |
| 6M | +6.7% | +13.6% | -6.9% | -5.1% |
| YTD | +41.0% | +31.1% | +10.0% | +11.4% |
| 1Y | +18.0% | +43.8% | -25.8% | -13.7% |
| 3Y | +560.6% | +75.0% | +485.6% | +334.1% |
| 5Y | -55.1% | +95.2% | -150.4% | -71.4% |
| All | -68.5% | +220.4% | -289.0% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling