+157.5%
PGR vs OUST
-62.4%
+220.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | +0.1% | +5.2% | -5.1% | +0.2% |
| 30D | +2.9% | -19.3% | +22.2% | +2.7% |
| 3M | +12.1% | -22.6% | +34.8% | +12.1% |
| 6M | +3.7% | +62.8% | -59.1% | +4.0% |
| YTD | +2.4% | +68.3% | -66.0% | +2.7% |
| 1Y | -6.4% | +28.5% | -34.9% | -6.0% |
| 3Y | +76.8% | +554.0% | -477.2% | +77.5% |
| 5Y | +154.3% | -56.2% | +210.5% | +156.9% |
| All | +157.5% | -62.4% | +220.0% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling