+18.7%
PG vs OUST
-61.4%
+80.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.6% |
| 7D | -0.4% | +12.7% | -13.1% | -0.3% |
| 30D | -0.1% | -13.6% | +13.5% | -0.3% |
| 3M | +1.1% | -8.3% | +9.4% | +1.2% |
| 6M | -3.8% | +85.0% | -88.8% | -3.0% |
| YTD | +3.8% | +73.2% | -69.4% | +4.7% |
| 1Y | -5.8% | +32.5% | -38.2% | -5.0% |
| 3Y | +3.0% | +643.8% | -640.8% | +4.1% |
| 5Y | +14.5% | -52.1% | +66.6% | +12.2% |
| All | +18.7% | -61.4% | +80.0% | +17.4% |
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 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