+12.1%
PGR vs OUST
+52.9%
-40.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | +14.0% | -14.5% | +0.6% |
| 30D | +6.0% | +2.5% | +3.5% | +6.6% |
| 3M | +10.0% | -15.3% | +25.3% | +9.6% |
| 6M | +18.7% | +42.6% | -23.9% | +22.8% |
| YTD | +9.2% | +76.6% | -67.4% | +16.1% |
| All | +12.1% | +52.9% | -40.8% | +18.6% |
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