-45.1%
OUST vs PFGC
+129.7%
-174.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +14.0% | +1.5% | +12.5% | +13.0% |
| 30D | +2.5% | +17.4% | -14.9% | -6.5% |
| 3M | -15.3% | -2.4% | -12.9% | -14.7% |
| 6M | +42.6% | +18.2% | +24.4% | +27.4% |
| YTD | +76.6% | +23.7% | +52.9% | +51.6% |
| 1Y | +54.1% | +15.0% | +39.1% | +37.9% |
| 3Y | +675.3% | +82.3% | +592.9% | +416.7% |
| 5Y | -45.1% | +131.9% | -177.0% | -69.4% |
| All | -45.1% | +129.7% | -174.8% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling