+119.3%
PCAR vs OUST
-65.4%
+184.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.7% | +3.3% |
| 7D | +3.7% | -0.2% | +3.9% | +3.6% |
| 30D | -2.9% | -24.0% | +21.1% | -1.9% |
| 3M | -21.7% | -29.9% | +8.2% | -20.8% |
| 6M | -6.6% | +19.1% | -25.8% | -8.8% |
| YTD | -2.2% | +55.0% | -57.2% | -6.1% |
| 1Y | +12.2% | +21.2% | -8.9% | +8.8% |
| 3Y | +36.5% | +626.0% | -589.5% | +17.6% |
| 5Y | +113.5% | -51.6% | +165.1% | +94.2% |
| All | +119.3% | -65.4% | +184.7% | +105.1% |
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