+696.2%
PANW vs OUST
-62.6%
+758.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.2% |
| 7D | +2.0% | +4.0% | -2.0% | +1.6% |
| 30D | -13.0% | -14.0% | +1.0% | -11.7% |
| 3M | +28.6% | -5.9% | +34.5% | +27.6% |
| 6M | +103.0% | +76.4% | +26.6% | +86.1% |
| YTD | +81.9% | +67.5% | +14.5% | +66.8% |
| 1Y | +69.6% | +27.1% | +42.5% | +57.7% |
| 3Y | +169.4% | +619.0% | -449.6% | +88.7% |
| 5Y | +331.0% | -54.9% | +385.9% | +292.4% |
| All | +696.2% | -62.6% | +758.9% | +586.6% |
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