-53.8%
OUST vs PFGC
+111.4%
-165.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +5.2% | -2.2% | +7.4% | +6.4% |
| 30D | -19.3% | -11.9% | -7.3% | -13.9% |
| 3M | -22.6% | +5.0% | -27.6% | -25.8% |
| 6M | +62.8% | +8.6% | +54.2% | +53.1% |
| YTD | +68.3% | +9.7% | +58.7% | +55.7% |
| 1Y | +28.5% | -6.3% | +34.8% | +30.3% |
| 3Y | +554.0% | +58.2% | +495.8% | +385.1% |
| All | -53.8% | +111.4% | -165.2% | -71.2% |
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