+66.1%
PBR vs OUST
+626.4%
-560.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -1.6% |
| 7D | -16.0% | +17.0% | -33.0% | -16.1% |
| 30D | -22.8% | -16.5% | -6.3% | -22.6% |
| 3M | +3.0% | -23.7% | +26.7% | +3.4% |
| 6M | -8.1% | +18.4% | -26.5% | -9.5% |
| YTD | +63.1% | +60.8% | +2.4% | +58.4% |
| 1Y | +59.3% | +44.2% | +15.1% | +55.0% |
| 3Y | +66.1% | +668.1% | -602.0% | +42.8% |
| All | +66.1% | +626.4% | -560.3% | +42.8% |
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 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