+577.1%
OUST vs PFGC
+60.5%
+516.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +5.2% | -2.2% | +7.4% | +6.3% |
| 30D | -19.3% | -11.9% | -7.3% | -14.4% |
| 3M | -22.6% | +5.0% | -27.6% | -25.9% |
| 6M | +62.8% | +8.6% | +54.2% | +52.7% |
| YTD | +68.3% | +9.7% | +58.7% | +55.1% |
| 1Y | +28.5% | -6.3% | +34.8% | +30.4% |
| All | +577.1% | +60.5% | +516.6% | +332.4% |
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