-7.4%
PEG vs OUST
+46.4%
-53.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.6% |
| 7D | +2.3% | +19.9% | -17.6% | +2.6% |
| 30D | +6.1% | +3.6% | +2.5% | +6.3% |
| 3M | -0.5% | -20.6% | +20.1% | -0.6% |
| 6M | -3.2% | +35.1% | -38.2% | -3.3% |
| YTD | -4.4% | +69.1% | -73.6% | -5.0% |
| 1Y | -7.4% | +49.9% | -57.3% | -7.8% |
| All | -7.4% | +46.4% | -53.8% | -7.8% |
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