+1,121.0%
PBF vs OUST
-64.1%
+1,185.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.5% |
| 7D | -13.8% | +17.0% | -30.8% | -14.7% |
| 30D | -19.6% | -16.5% | -3.1% | -19.0% |
| 3M | +10.3% | -23.7% | +33.9% | +11.4% |
| 6M | +63.4% | +18.4% | +45.1% | +57.3% |
| YTD | +152.6% | +60.8% | +91.8% | +136.2% |
| 1Y | +87.4% | +44.2% | +43.2% | +76.1% |
| 3Y | +63.3% | +668.1% | -604.8% | +27.5% |
| 5Y | +412.5% | -48.8% | +461.3% | +401.6% |
| All | +1,121.0% | -64.1% | +1,185.1% | +1,065.3% |
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