-6.0%
PG vs OUST
+33.8%
-39.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.5% |
| 7D | -0.4% | +12.7% | -13.1% | +0.1% |
| 30D | -0.1% | -13.6% | +13.5% | -0.6% |
| 3M | +1.1% | -8.3% | +9.4% | +1.4% |
| 6M | -3.8% | +85.0% | -88.8% | -0.5% |
| YTD | +3.8% | +73.2% | -69.4% | +7.6% |
| All | -6.0% | +33.8% | -39.9% | -2.7% |
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