+48.9%
PCOR vs OUST
+537.2%
-488.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | +0.8% |
| 7D | +23.7% | -5.0% | +28.7% | +24.2% |
| 30D | +39.0% | -32.0% | +71.0% | +42.9% |
| 3M | +35.8% | -32.4% | +68.1% | +38.9% |
| 6M | +38.2% | +6.7% | +31.5% | +30.6% |
| YTD | +3.9% | +41.0% | -37.1% | -6.0% |
| 1Y | +5.7% | +18.0% | -12.3% | -2.9% |
| All | +48.9% | +537.2% | -488.3% | -0.9% |
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