+20.4%
PGR vs OUST
+16.4%
+4.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | -0.7% |
| 7D | +3.5% | -3.8% | +7.3% | +3.2% |
| 30D | +10.5% | +5.1% | +5.4% | +11.6% |
| 3M | +12.9% | -25.8% | +38.8% | +10.9% |
| 6M | +20.4% | -2.0% | +22.5% | +25.2% |
| All | +20.4% | +16.4% | +4.0% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling