+374.2%
PH vs OUST
-65.5%
+439.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.7% |
| 7D | +4.3% | -3.8% | +8.1% | +4.6% |
| 30D | +0.1% | +5.1% | -4.9% | -0.7% |
| 3M | -9.4% | -25.8% | +16.4% | -7.8% |
| 6M | +8.8% | -2.0% | +10.8% | +6.0% |
| YTD | +9.6% | +54.7% | -45.1% | +1.3% |
| 1Y | +14.4% | +48.8% | -34.4% | +5.9% |
| 3Y | +134.5% | +607.8% | -473.3% | +76.6% |
| 5Y | +204.4% | -52.7% | +257.1% | +154.2% |
| All | +374.2% | -65.5% | +439.7% | +301.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling