+66.5%
PAAS vs OUST
-62.4%
+129.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -2.9% | +5.2% | -8.1% | -3.3% |
| 30D | +6.8% | -19.3% | +26.1% | +8.5% |
| 3M | -2.9% | -22.6% | +19.8% | -2.4% |
| 6M | -16.4% | +62.8% | -79.2% | -21.6% |
| YTD | 0.0% | +68.3% | -68.3% | -6.7% |
| 1Y | +54.3% | +28.5% | +25.8% | +45.2% |
| 3Y | +230.7% | +554.0% | -323.4% | +157.9% |
| 5Y | +111.6% | -56.2% | +167.9% | +83.5% |
| All | +66.5% | -62.4% | +129.0% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling