+106.6%
PCAR vs OUST
-49.1%
+155.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.0% | -16.4% | -3.1% |
| 7D | +0.1% | +17.0% | -16.9% | -0.8% |
| 30D | -4.6% | -16.5% | +11.9% | -4.0% |
| 3M | -22.6% | -23.7% | +1.1% | -21.9% |
| 6M | -12.0% | +18.4% | -30.3% | -14.2% |
| YTD | -6.1% | +60.8% | -66.9% | -10.3% |
| 1Y | +6.3% | +44.2% | -37.9% | +1.9% |
| 3Y | +31.8% | +668.1% | -636.3% | +11.5% |
| All | +106.6% | -49.1% | +155.7% | +75.9% |
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 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