+668.1%
OUST vs PFGC
+77.4%
+590.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.0% | +16.0% | +14.9% |
| 7D | +17.0% | +8.5% | +8.5% | +12.5% |
| 30D | -16.5% | +15.0% | -31.5% | -22.0% |
| 3M | -23.7% | -6.2% | -17.5% | -22.3% |
| 6M | +18.4% | +15.7% | +2.6% | +8.2% |
| YTD | +60.8% | +19.6% | +41.2% | +42.5% |
| 1Y | +44.2% | +13.2% | +31.0% | +31.7% |
| 3Y | +668.1% | +77.0% | +591.1% | +384.0% |
| All | +668.1% | +77.4% | +590.7% | +384.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling