+496.0%
PBR vs OUST
-56.2%
+552.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | +8.6% | +5.2% | +3.4% | +8.5% |
| 30D | +12.8% | -19.3% | +32.1% | +13.1% |
| 3M | +14.7% | -22.6% | +37.3% | +14.7% |
| 6M | +25.2% | +62.8% | -37.6% | +23.1% |
| YTD | +77.1% | +68.3% | +8.8% | +73.9% |
| 1Y | +69.6% | +28.5% | +41.0% | +66.8% |
| 3Y | +95.6% | +554.0% | -458.5% | +82.9% |
| All | +496.0% | -56.2% | +552.2% | +588.7% |
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