-65.5%
OUST vs PSLV
+81.8%
-147.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.3% | -6.2% | -7.7% |
| 7D | -3.8% | -6.3% | +2.5% | -1.3% |
| 30D | +5.1% | -12.7% | +17.7% | +10.8% |
| 3M | -25.8% | -24.7% | -1.1% | -17.5% |
| 6M | -2.0% | -44.6% | +42.6% | +18.9% |
| YTD | +54.7% | -33.3% | +88.0% | +72.6% |
| 1Y | +48.8% | -8.6% | +57.4% | +49.4% |
| 3Y | +607.8% | +108.2% | +499.6% | +446.8% |
| 5Y | -52.7% | +79.1% | -131.8% | -64.0% |
| All | -65.5% | +81.8% | -147.3% | -73.6% |
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