+33.6%
PAAS vs OUST
-64.1%
+97.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | +0.2% |
| 7D | +8.4% | +17.0% | -8.6% | +6.8% |
| 30D | -7.2% | -16.5% | +9.3% | -6.0% |
| 3M | -14.0% | -23.7% | +9.6% | -12.6% |
| 6M | -26.8% | +18.4% | -45.1% | -29.6% |
| YTD | -19.8% | +60.8% | -80.6% | -25.2% |
| 1Y | +22.8% | +44.2% | -21.4% | +15.3% |
| 3Y | +183.6% | +668.1% | -484.5% | +118.7% |
| 5Y | +73.8% | -48.8% | +122.7% | +49.6% |
| All | +33.6% | -64.1% | +97.7% | +21.7% |
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