+170.5%
PGR vs OUST
-49.4%
+219.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | +1.2% | +31.9% | -30.7% | +1.7% |
| 30D | +6.6% | -4.2% | +10.8% | +6.6% |
| 3M | +8.4% | -9.3% | +17.7% | +8.4% |
| 6M | +19.6% | +51.7% | -32.1% | +20.3% |
| YTD | +8.4% | +76.6% | -68.2% | +9.2% |
| 1Y | +13.5% | +48.9% | -35.4% | +14.3% |
| 3Y | +58.0% | +675.3% | -617.2% | +59.5% |
| 5Y | +170.5% | -44.0% | +214.5% | +176.0% |
| All | +170.5% | -49.4% | +219.9% | +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 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