+1,187.9%
PBF vs OUST
-62.3%
+1,250.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.0% |
| 7D | +3.8% | +19.9% | -16.1% | +2.5% |
| 30D | -22.2% | +3.6% | -25.8% | -22.6% |
| 3M | +1.3% | -20.6% | +21.9% | +2.1% |
| 6M | +69.0% | +35.1% | +33.9% | +61.3% |
| YTD | +166.5% | +69.1% | +97.4% | +148.3% |
| 1Y | +88.1% | +49.9% | +38.1% | +76.3% |
| 3Y | +77.9% | +642.4% | -564.4% | +39.5% |
| 5Y | +413.0% | -48.3% | +461.3% | +403.9% |
| All | +1,187.9% | -62.3% | +1,250.2% | +1,125.2% |
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