-14.6%
PCOR vs OUST
+554.0%
-568.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -5.9% | -4.4% |
| 7D | -9.0% | +5.2% | -14.2% | -9.3% |
| 30D | +4.2% | -19.3% | +23.4% | +5.6% |
| 3M | +14.4% | -22.6% | +37.1% | +14.2% |
| 6M | +0.2% | +62.8% | -62.6% | -9.0% |
| YTD | -20.3% | +68.3% | -88.6% | -28.2% |
| 1Y | -16.1% | +28.5% | -44.7% | -23.3% |
| All | -14.6% | +554.0% | -568.7% | -31.0% |
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 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