+666.7%
PANW vs OUST
-62.3%
+728.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -3.0% |
| 7D | +2.5% | +19.9% | -17.4% | +0.3% |
| 30D | -18.7% | +3.6% | -22.3% | -19.3% |
| 3M | -16.6% | -20.6% | +4.0% | -15.2% |
| 6M | +49.7% | +35.1% | +14.6% | +41.2% |
| YTD | +75.2% | +69.1% | +6.0% | +59.4% |
| 1Y | +53.6% | +49.9% | +3.7% | +41.2% |
| 3Y | +154.6% | +642.4% | -487.8% | +77.6% |
| 5Y | +275.8% | -48.3% | +324.1% | +236.2% |
| All | +666.7% | -62.3% | +728.9% | +556.3% |
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 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