-10.5%
PCG vs OUST
+554.0%
-564.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.4% |
| 7D | -13.9% | +5.2% | -19.1% | -13.9% |
| 30D | -16.9% | -19.3% | +2.4% | -16.6% |
| 3M | -14.7% | -22.6% | +7.9% | -14.8% |
| 6M | -23.8% | +62.8% | -86.6% | -25.9% |
| YTD | -10.5% | +68.3% | -78.8% | -13.2% |
| 1Y | -5.1% | +28.5% | -33.7% | -7.6% |
| All | -10.5% | +554.0% | -564.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling