+42.0%
PEG vs OUST
-45.2%
+87.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +2.6% | +31.9% | -29.3% | +2.0% |
| 30D | +3.3% | -4.2% | +7.5% | +3.3% |
| 3M | +1.1% | -9.3% | +10.4% | +1.1% |
| 6M | -1.4% | +51.7% | -53.1% | -3.3% |
| YTD | -4.6% | +76.6% | -81.2% | -7.0% |
| 1Y | -7.2% | +48.9% | -56.1% | -9.3% |
| 3Y | +33.7% | +675.3% | -641.5% | +22.2% |
| All | +42.0% | -45.2% | +87.3% | +38.9% |
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 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