+177.1%
PGR vs OUST
-62.3%
+239.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +0.8% |
| 7D | +1.0% | +19.9% | -18.9% | +1.3% |
| 30D | +5.7% | +3.6% | +2.1% | +5.8% |
| 3M | +13.6% | -20.6% | +34.3% | +13.5% |
| 6M | +18.8% | +35.1% | -16.3% | +19.2% |
| YTD | +10.1% | +69.1% | -59.0% | +10.7% |
| 1Y | +13.0% | +49.9% | -36.9% | +13.6% |
| 3Y | +60.6% | +642.4% | -581.8% | +61.4% |
| 5Y | +173.5% | -48.3% | +221.8% | +176.7% |
| All | +177.1% | -62.3% | +239.4% | +176.0% |
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