+5.7%
PCOR vs OUST
-1.5%
+7.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | +0.2% |
| 7D | +23.7% | -5.0% | +28.7% | +23.5% |
| 30D | +39.0% | -32.0% | +71.0% | +38.5% |
| 3M | +35.8% | -32.4% | +68.1% | +35.3% |
| 6M | +38.2% | +6.7% | +31.5% | +33.6% |
| YTD | +3.9% | +41.0% | -37.1% | -3.5% |
| 1Y | +5.7% | +18.0% | -12.3% | -0.3% |
| All | +5.7% | -1.5% | +7.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling