+69.6%
PBR vs OUST
+33.5%
+36.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | +8.6% | +5.2% | +3.4% | +8.6% |
| 30D | +12.8% | -19.3% | +32.1% | +12.6% |
| 3M | +14.7% | -22.6% | +37.3% | +14.5% |
| 6M | +25.2% | +62.8% | -37.6% | +24.3% |
| YTD | +77.1% | +68.3% | +8.8% | +75.1% |
| 1Y | +69.6% | +28.5% | +41.0% | +68.9% |
| All | +69.6% | +33.5% | +36.1% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling