+171.6%
PANW vs OUST
+611.5%
-440.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -10.3% | +5.2% | -15.5% | -10.8% |
| 30D | -8.1% | -19.3% | +11.2% | -6.4% |
| 3M | +19.3% | -22.6% | +42.0% | +20.5% |
| 6M | +110.2% | +62.8% | +47.4% | +97.5% |
| YTD | +80.9% | +68.3% | +12.6% | +68.9% |
| 1Y | +73.3% | +28.5% | +44.7% | +63.3% |
| All | +171.6% | +611.5% | -440.0% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling