+77.2%
PBF vs OUST
+594.6%
-517.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.0% | +0.9% |
| 7D | +6.5% | -3.8% | +10.2% | +6.6% |
| 30D | -20.0% | +5.1% | -25.0% | -20.5% |
| 3M | -3.3% | -25.8% | +22.5% | -2.2% |
| 6M | +76.8% | -2.0% | +78.8% | +73.0% |
| YTD | +168.9% | +54.7% | +114.2% | +151.9% |
| 1Y | +96.4% | +48.8% | +47.6% | +83.9% |
| 3Y | +77.2% | +607.8% | -530.6% | +35.4% |
| All | +77.2% | +594.6% | -517.4% | +35.4% |
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