+24.4%
PEP vs OUST
-62.3%
+86.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.2% |
| 7D | -0.3% | +19.9% | -20.2% | +0.1% |
| 30D | +11.8% | +3.6% | +8.2% | +12.0% |
| 3M | +3.7% | -20.6% | +24.3% | +3.5% |
| 6M | -4.3% | +35.1% | -39.4% | -3.5% |
| YTD | +2.1% | +69.1% | -67.0% | +3.5% |
| 1Y | +2.5% | +49.9% | -47.4% | +3.8% |
| 3Y | -5.0% | +642.4% | -647.4% | -3.4% |
| 5Y | +2.9% | -48.3% | +51.2% | +3.6% |
| All | +24.4% | -62.3% | +86.7% | +25.1% |
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