+264.0%
PANW vs OUST
-49.1%
+313.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.9% |
| 7D | -14.2% | +17.0% | -31.2% | -15.9% |
| 30D | -22.6% | -16.5% | -6.1% | -21.3% |
| 3M | -12.7% | -23.7% | +11.0% | -10.8% |
| 6M | +70.9% | +18.4% | +52.5% | +62.9% |
| YTD | +70.4% | +60.8% | +9.6% | +55.7% |
| 1Y | +48.5% | +44.2% | +4.3% | +36.8% |
| 3Y | +164.8% | +668.1% | -503.3% | +80.8% |
| All | +264.0% | -49.1% | +313.1% | +281.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling