+31.6%
PAAS vs OUST
-68.5%
+100.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.0% | +6.8% | -1.4% |
| 7D | -0.4% | -5.0% | +4.6% | 0.0% |
| 30D | -11.6% | -32.0% | +20.4% | -8.9% |
| 3M | -15.6% | -32.4% | +16.8% | -13.2% |
| 6M | -19.1% | +6.7% | -25.8% | -21.4% |
| YTD | -20.9% | +41.0% | -62.0% | -25.3% |
| 1Y | +21.3% | +18.0% | +3.3% | +15.8% |
| 3Y | +177.4% | +560.6% | -383.2% | +116.8% |
| 5Y | +71.3% | -55.1% | +126.5% | +49.3% |
| All | +31.6% | -68.5% | +100.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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