+775.4%
PBR vs OUST
-64.1%
+839.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -1.7% |
| 7D | -16.0% | +17.0% | -33.0% | -16.3% |
| 30D | -22.8% | -16.5% | -6.3% | -22.5% |
| 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% | +58.5% |
| 1Y | +59.3% | +44.2% | +15.1% | +55.1% |
| 3Y | +66.1% | +668.1% | -602.0% | +48.2% |
| 5Y | +495.8% | -48.8% | +544.7% | +512.7% |
| All | +775.4% | -64.1% | +839.5% | +840.6% |
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