+17.0%
PG vs OUST
+11.1%
+5.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +15.7% | -12.5% | +4.1% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +15.4% | -24.0% | +39.4% | +14.2% |
| 3M | +13.8% | -29.9% | +43.7% | +12.4% |
| 6M | +18.3% | +19.1% | -0.8% | +21.0% |
| YTD | +20.1% | +55.0% | -34.8% | +26.7% |
| 1Y | +17.0% | +21.2% | -4.2% | +22.4% |
| All | +17.0% | +11.1% | +5.9% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling