+1,218.1%
PBF vs OUST
-65.4%
+1,283.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +15.7% | -22.4% | -7.6% |
| 7D | -0.9% | -0.2% | -0.7% | -1.0% |
| 30D | -13.7% | -24.0% | +10.3% | -12.5% |
| 3M | +10.6% | -29.9% | +40.5% | +12.4% |
| 6M | +61.2% | +19.1% | +42.0% | +55.1% |
| YTD | +172.7% | +55.0% | +117.7% | +155.7% |
| 1Y | +111.0% | +21.2% | +89.8% | +100.7% |
| 3Y | +73.6% | +626.0% | -552.4% | +36.2% |
| 5Y | +479.7% | -51.6% | +531.3% | +470.6% |
| All | +1,218.1% | -65.4% | +1,283.5% | +1,161.6% |
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 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