+21.2%
PG vs OUST
+794.9%
-773.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.1% | +2.0% |
| 7D | +2.9% | +36.7% | -33.8% | +3.8% |
| 30D | +12.0% | -3.3% | +15.4% | +12.2% |
| 3M | +16.2% | -11.1% | +27.3% | +16.2% |
| 6M | +16.6% | +53.1% | -36.5% | +18.4% |
| YTD | +20.9% | +78.2% | -57.4% | +23.4% |
| 1Y | +17.8% | +50.0% | -32.2% | +20.2% |
| 3Y | +21.2% | +836.2% | -815.0% | +23.7% |
| All | +21.2% | +794.9% | -773.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling