+13.6%
PFE vs OUST
-62.3%
+75.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -2.0% |
| 7D | -2.1% | +19.9% | -22.0% | -2.4% |
| 30D | +3.1% | +3.6% | -0.5% | +3.0% |
| 3M | +11.2% | -20.6% | +31.8% | +11.4% |
| 6M | +15.0% | +35.1% | -20.0% | +13.6% |
| YTD | +23.5% | +69.1% | -45.6% | +21.2% |
| 1Y | +18.9% | +49.9% | -31.0% | +16.9% |
| 3Y | +18.7% | +642.4% | -623.7% | +12.0% |
| 5Y | -24.0% | -48.3% | +24.3% | -31.1% |
| All | +13.6% | -62.3% | +75.9% | +9.0% |
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 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