+16.1%
PFE vs OUST
-68.5%
+84.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.0% | +6.0% | -2.8% |
| 7D | -0.2% | -5.0% | +4.8% | -0.2% |
| 30D | +8.7% | -32.0% | +40.7% | +9.1% |
| 3M | +15.8% | -32.4% | +48.1% | +16.2% |
| 6M | +16.8% | +6.7% | +10.1% | +15.8% |
| YTD | +26.2% | +41.0% | -14.8% | +24.2% |
| 1Y | +29.9% | +18.0% | +12.0% | +28.1% |
| 3Y | +15.9% | +560.6% | -544.7% | +9.5% |
| 5Y | -20.6% | -55.1% | +34.5% | -27.7% |
| All | +16.1% | -68.5% | +84.6% | +11.6% |
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