+38.1%
PEG vs OUST
-49.1%
+87.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.9% |
| 7D | -2.3% | +17.0% | -19.3% | -2.6% |
| 30D | +1.2% | -16.5% | +17.7% | +1.5% |
| 3M | -2.4% | -23.7% | +21.3% | -2.0% |
| 6M | -6.9% | +18.4% | -25.2% | -8.1% |
| YTD | -7.2% | +60.8% | -68.0% | -9.4% |
| 1Y | -8.9% | +44.2% | -53.1% | -10.8% |
| 3Y | +27.1% | +668.1% | -641.0% | +16.3% |
| All | +38.1% | -49.1% | +87.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling