-62.3%
OUST vs PFGC
+185.2%
-247.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.7% |
| 7D | +19.9% | +0.3% | +19.7% | +19.8% |
| 30D | +3.6% | +16.1% | -12.5% | -3.8% |
| 3M | -20.6% | +2.4% | -23.0% | -21.7% |
| 6M | +35.1% | +15.7% | +19.3% | +24.0% |
| YTD | +69.1% | +22.3% | +46.8% | +49.6% |
| 1Y | +49.9% | +13.9% | +36.1% | +37.2% |
| 3Y | +642.4% | +80.3% | +562.1% | +435.8% |
| 5Y | -48.3% | +136.1% | -184.4% | -67.3% |
| All | -62.3% | +185.2% | -247.4% | -75.8% |
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