+158.4%
PGR vs OUST
-53.5%
+211.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.2% |
| 7D | -2.7% | +4.0% | -6.7% | -2.6% |
| 30D | +0.7% | -14.0% | +14.7% | +0.6% |
| 3M | +7.7% | -5.9% | +13.6% | +7.8% |
| 6M | +4.3% | +76.4% | -72.0% | +4.8% |
| YTD | +0.7% | +67.5% | -66.7% | +1.2% |
| 1Y | -5.7% | +27.1% | -32.8% | -5.2% |
| 3Y | +73.7% | +619.0% | -545.4% | +74.7% |
| 5Y | +158.4% | -54.9% | +213.3% | +162.9% |
| All | +158.4% | -53.5% | +211.9% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling