-14.1%
PCOR vs OUST
-65.3%
+51.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +15.7% | +3.9% | +17.5% |
| 7D | +21.8% | -0.2% | +22.0% | +21.9% |
| 30D | +39.5% | -24.0% | +63.5% | +44.1% |
| 3M | +35.2% | -29.9% | +65.1% | +40.1% |
| 6M | +21.7% | +19.1% | +2.6% | +10.6% |
| YTD | +3.9% | +55.0% | -51.1% | -11.0% |
| 1Y | +6.9% | +21.2% | -14.2% | -5.2% |
| 3Y | +44.8% | +626.0% | -581.2% | -21.8% |
| 5Y | -21.9% | -51.6% | +29.7% | -26.0% |
| All | -14.1% | -65.3% | +51.2% | -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 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