+24.6%
PEP vs OUST
-65.4%
+90.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.7% | -12.0% | +4.0% |
| 7D | +7.4% | -0.2% | +7.6% | +7.4% |
| 30D | +13.3% | -24.0% | +37.3% | +12.9% |
| 3M | +3.5% | -29.9% | +33.4% | +3.0% |
| 6M | -5.9% | +19.1% | -25.1% | -5.3% |
| YTD | +2.3% | +55.0% | -52.7% | +3.4% |
| 1Y | +3.7% | +21.2% | -17.5% | +4.7% |
| 3Y | -4.8% | +626.0% | -630.8% | -3.4% |
| 5Y | +1.9% | -51.6% | +53.5% | +2.5% |
| All | +24.6% | -65.4% | +90.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling