+1,249.3%
PBF vs OUST
-62.4%
+1,311.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +4.3% | +5.2% | -0.9% | +3.9% |
| 30D | +22.0% | -19.3% | +41.2% | +23.5% |
| 3M | +74.5% | -22.6% | +97.1% | +75.0% |
| 6M | +67.7% | +62.8% | +4.9% | +58.0% |
| YTD | +179.2% | +68.3% | +110.8% | +161.9% |
| 1Y | +170.0% | +28.5% | +141.5% | +155.8% |
| 3Y | +66.4% | +554.0% | -487.7% | +32.0% |
| 5Y | +764.5% | -56.2% | +820.7% | +774.0% |
| All | +1,249.3% | -62.4% | +1,311.7% | +1,191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling