-63.7%
OUST vs PSLV
+140.7%
-204.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.0% |
| 7D | -1.7% | -4.9% | +3.2% | -0.1% |
| 30D | -21.9% | -1.9% | -20.1% | -21.5% |
| 3M | -8.2% | +4.2% | -12.4% | -9.4% |
| 6M | +57.5% | -27.6% | +85.1% | +71.7% |
| YTD | +62.8% | -11.7% | +74.5% | +63.4% |
| 1Y | +24.5% | +49.3% | -24.8% | +4.3% |
| 3Y | +599.0% | +167.1% | +431.9% | +388.3% |
| 5Y | -54.9% | +151.7% | -206.6% | -69.2% |
| All | -63.7% | +140.7% | -204.3% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PSLV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling