+19.4%
PG vs OUST
-62.4%
+81.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | +1.9% | +5.2% | -3.4% | +1.9% |
| 30D | -0.2% | -19.3% | +19.0% | -0.5% |
| 3M | +4.8% | -22.6% | +27.4% | +4.7% |
| 6M | -6.1% | +62.8% | -68.9% | -5.5% |
| YTD | +4.5% | +68.3% | -63.9% | +5.3% |
| 1Y | -5.3% | +28.5% | -33.9% | -4.6% |
| 3Y | +2.6% | +554.0% | -551.5% | +3.6% |
| 5Y | +15.6% | -56.2% | +71.8% | +13.1% |
| All | +19.4% | -62.4% | +81.8% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling