+454.9%
PBR vs OUST
-53.0%
+507.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.9% | +1.4% |
| 7D | -1.0% | -3.8% | +2.8% | -1.0% |
| 30D | -29.3% | +5.1% | -34.4% | -29.3% |
| 3M | +5.5% | -25.8% | +31.3% | +5.7% |
| 6M | -2.9% | -2.0% | -0.9% | -3.3% |
| YTD | +61.5% | +54.7% | +6.8% | +59.1% |
| 1Y | +46.9% | +48.8% | -1.9% | +44.7% |
| 3Y | +66.4% | +607.8% | -541.4% | +58.4% |
| All | +454.9% | -53.0% | +507.9% | +547.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling