+157.6%
PCAR vs OUST
-62.4%
+220.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -0.5% | +5.2% | -5.7% | -0.7% |
| 30D | -6.2% | -19.3% | +13.0% | -5.4% |
| 3M | +5.9% | -22.6% | +28.5% | +6.2% |
| 6M | +0.4% | +62.8% | -62.4% | -3.3% |
| YTD | +14.8% | +68.3% | -53.5% | +10.2% |
| 1Y | +30.1% | +28.5% | +1.6% | +25.6% |
| 3Y | +66.7% | +554.0% | -487.4% | +44.2% |
| 5Y | +166.1% | -56.2% | +222.3% | +142.7% |
| All | +157.6% | -62.4% | +220.1% | +140.8% |
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