+24.5%
OUST vs PSLV
+50.0%
-25.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.1% |
| 7D | -1.7% | -4.9% | +3.2% | -0.2% |
| 30D | -21.9% | -1.9% | -20.1% | -21.5% |
| 3M | -8.2% | +4.2% | -12.4% | -9.5% |
| 6M | +57.5% | -27.6% | +85.1% | +67.6% |
| YTD | +62.8% | -11.7% | +74.5% | +75.0% |
| 1Y | +24.5% | +49.3% | -24.8% | +37.9% |
| All | +24.5% | +50.0% | -25.4% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling