-60.2%
OUST vs PFGC
+189.9%
-250.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.0% | +6.9% | +8.9% |
| 7D | +36.7% | +10.8% | +25.8% | +30.2% |
| 30D | -3.3% | +17.8% | -21.1% | -10.9% |
| 3M | -11.1% | -2.7% | -8.4% | -10.4% |
| 6M | +53.1% | +20.0% | +33.0% | +38.0% |
| YTD | +78.2% | +24.3% | +53.9% | +56.3% |
| 1Y | +50.0% | +13.2% | +36.8% | +37.7% |
| 3Y | +836.2% | +85.9% | +750.3% | +566.2% |
| 5Y | -50.0% | +141.0% | -191.0% | -68.7% |
| All | -60.2% | +189.9% | -250.1% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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