+16.0%
PCG vs OUST
-56.4%
+72.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | -1.0% |
| 7D | 0.0% | -5.0% | +5.0% | +0.1% |
| 30D | +5.8% | -32.0% | +37.9% | +6.8% |
| 3M | -22.8% | -32.4% | +9.6% | -22.1% |
| 6M | -18.4% | +6.7% | -25.1% | -19.8% |
| YTD | -16.9% | +41.0% | -57.9% | -19.4% |
| 1Y | -17.6% | +18.0% | -35.6% | -19.8% |
| 3Y | -20.0% | +560.6% | -580.6% | -30.8% |
| 5Y | +16.0% | -55.1% | +71.1% | +14.2% |
| All | +16.0% | -56.4% | +72.4% | +14.2% |
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