+675.4%
PANW vs OUST
-60.6%
+736.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -6.8% | +31.9% | -38.7% | -9.9% |
| 30D | -22.1% | -4.2% | -17.9% | -22.0% |
| 3M | -15.2% | -9.3% | -6.0% | -15.1% |
| 6M | +57.0% | +51.7% | +5.3% | +46.3% |
| YTD | +77.2% | +76.6% | +0.6% | +60.5% |
| 1Y | +50.7% | +48.9% | +1.8% | +38.5% |
| 3Y | +157.5% | +675.3% | -517.8% | +78.8% |
| 5Y | +292.3% | -44.0% | +336.3% | +248.1% |
| All | +675.4% | -60.6% | +736.0% | +560.6% |
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