+34.6%
PAAS vs OUST
-65.4%
+100.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +15.7% | -7.4% | +7.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -8.5% | -24.0% | +15.5% | -6.5% |
| 3M | -7.3% | -29.9% | +22.6% | -5.0% |
| 6M | -18.3% | +19.1% | -37.4% | -21.3% |
| YTD | -19.2% | +55.0% | -74.2% | -24.3% |
| 1Y | +26.1% | +21.2% | +5.0% | +20.0% |
| 3Y | +183.6% | +626.0% | -442.4% | +119.8% |
| 5Y | +81.2% | -51.6% | +132.8% | +56.7% |
| All | +34.6% | -65.4% | +100.0% | +23.1% |
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