+10.5%
PFE vs OUST
-62.4%
+73.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +1.8% | +5.2% | -3.5% | +1.7% |
| 30D | +10.2% | -19.3% | +29.5% | +10.5% |
| 3M | +12.7% | -22.6% | +35.3% | +12.7% |
| 6M | +10.5% | +62.8% | -52.2% | +8.8% |
| YTD | +20.2% | +68.3% | -48.2% | +18.1% |
| 1Y | +24.1% | +28.5% | -4.5% | +22.2% |
| 3Y | -3.6% | +554.0% | -557.6% | -8.9% |
| 5Y | -20.9% | -56.2% | +35.4% | -28.4% |
| All | +10.5% | -62.4% | +73.0% | +6.1% |
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