+23.6%
PEP vs OUST
-64.1%
+87.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -0.7% |
| 7D | +2.9% | +17.0% | -14.1% | +3.3% |
| 30D | +14.2% | -16.5% | +30.7% | +14.0% |
| 3M | +3.2% | -23.7% | +26.8% | +2.9% |
| 6M | -7.4% | +18.4% | -25.8% | -6.8% |
| YTD | +1.5% | +60.8% | -59.3% | +2.7% |
| 1Y | +3.9% | +44.2% | -40.3% | +5.1% |
| 3Y | -5.5% | +668.1% | -673.6% | -4.0% |
| 5Y | +0.1% | -48.8% | +49.0% | +0.8% |
| All | +23.6% | -64.1% | +87.7% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling