-62.6%
OUST vs PSLV
+154.1%
-216.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.1% |
| 7D | +4.0% | +3.3% | +0.7% | +2.9% |
| 30D | -14.0% | +2.1% | -16.1% | -14.6% |
| 3M | -5.9% | +7.1% | -13.1% | -8.1% |
| 6M | +76.4% | -21.6% | +97.9% | +87.6% |
| YTD | +67.5% | -6.7% | +74.2% | +65.2% |
| 1Y | +27.1% | +59.3% | -32.2% | +4.2% |
| 3Y | +619.0% | +182.1% | +437.0% | +393.4% |
| 5Y | -54.9% | +162.6% | -217.5% | -69.8% |
| All | -62.6% | +154.1% | -216.8% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling