+27.2%
PCG vs OUST
-65.4%
+92.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.7% | -14.9% | +0.4% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +8.5% | -24.0% | +32.5% | +9.1% |
| 3M | -22.9% | -29.9% | +7.0% | -22.4% |
| 6M | -16.8% | +19.1% | -35.9% | -18.2% |
| YTD | -15.8% | +55.0% | -70.8% | -18.3% |
| 1Y | -16.0% | +21.2% | -37.2% | -17.9% |
| 3Y | -18.9% | +626.0% | -644.9% | -28.5% |
| 5Y | +17.4% | -51.6% | +69.0% | +9.1% |
| All | +27.2% | -65.4% | +92.7% | +19.0% |
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