+1.1%
PEP vs OUST
-56.4%
+57.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.0% | +9.2% | 0.0% |
| 7D | +6.7% | -5.0% | +11.7% | +6.6% |
| 30D | +13.5% | -32.0% | +45.6% | +12.8% |
| 3M | +3.9% | -32.4% | +36.3% | +3.4% |
| 6M | -6.0% | +6.7% | -12.7% | -5.5% |
| YTD | +2.5% | +41.0% | -38.6% | +3.4% |
| 1Y | +3.9% | +18.0% | -14.0% | +4.8% |
| 3Y | -4.7% | +560.6% | -565.3% | -4.2% |
| 5Y | +1.1% | -55.1% | +56.2% | +2.2% |
| All | +1.1% | -56.4% | +57.5% | +2.2% |
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 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