+14.3%
PFE vs OUST
+626.4%
-612.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -1.8% |
| 7D | -3.7% | +17.0% | -20.7% | -3.9% |
| 30D | +5.0% | -16.5% | +21.5% | +5.2% |
| 3M | +12.2% | -23.7% | +35.8% | +12.5% |
| 6M | +14.6% | +18.4% | -3.8% | +12.8% |
| YTD | +24.1% | +60.8% | -36.7% | +20.9% |
| 1Y | +26.6% | +44.2% | -17.6% | +23.5% |
| 3Y | +14.3% | +668.1% | -653.8% | +4.3% |
| All | +14.3% | +626.4% | -612.1% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling