+156.0%
PGR vs OUST
-63.6%
+219.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | +4.9% | -23.4% | +28.3% | +4.6% |
| 3M | +7.6% | -10.8% | +18.4% | +7.7% |
| 6M | +8.3% | +42.7% | -34.5% | +8.5% |
| YTD | +1.7% | +63.3% | -61.5% | +2.1% |
| 1Y | -6.8% | +15.0% | -21.8% | -6.5% |
| 3Y | +73.4% | +610.9% | -537.4% | +74.0% |
| 5Y | +161.2% | -54.8% | +216.0% | +163.7% |
| All | +156.0% | -63.6% | +219.5% | +154.5% |
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