+38.4%
PG vs OUST
-60.6%
+99.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +4.1% | +31.9% | -27.8% | +4.5% |
| 30D | +12.3% | -4.2% | +16.5% | +12.3% |
| 3M | +15.9% | -9.3% | +25.2% | +16.0% |
| 6M | +16.8% | +51.7% | -34.8% | +17.7% |
| YTD | +21.1% | +76.6% | -55.5% | +22.3% |
| 1Y | +19.3% | +48.9% | -29.6% | +20.4% |
| 3Y | +20.6% | +675.3% | -654.7% | +22.1% |
| 5Y | +30.7% | -44.0% | +74.7% | +28.7% |
| All | +38.4% | -60.6% | +99.0% | +37.1% |
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 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