+248.2%
PAAS vs OUST
+554.0%
-305.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | -2.9% | +5.2% | -8.1% | -3.4% |
| 30D | +6.8% | -19.3% | +26.1% | +8.7% |
| 3M | -2.9% | -22.6% | +19.8% | -2.4% |
| 6M | -16.4% | +62.8% | -79.2% | -22.4% |
| YTD | 0.0% | +68.3% | -68.3% | -7.7% |
| 1Y | +54.3% | +28.5% | +25.8% | +43.5% |
| All | +248.2% | +554.0% | -305.8% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling