+73.2%
PGR vs OUST
+645.3%
-572.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -1.8% |
| 7D | -2.6% | +12.7% | -15.3% | -2.2% |
| 30D | -0.2% | -13.6% | +13.4% | -0.5% |
| 3M | +7.4% | -8.3% | +15.7% | +7.6% |
| 6M | +2.1% | +85.0% | -82.8% | +3.3% |
| YTD | +0.5% | +73.2% | -72.8% | +1.7% |
| 1Y | -6.9% | +32.5% | -39.4% | -5.8% |
| 3Y | +73.2% | +643.8% | -570.7% | +84.8% |
| All | +73.2% | +645.3% | -572.2% | +84.8% |
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