+373.6%
PH vs OUST
-60.2%
+433.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.8% | -6.6% | +3.3% |
| 7D | +3.0% | +36.7% | -33.6% | +0.2% |
| 30D | -0.6% | -3.3% | +2.7% | -0.8% |
| 3M | -10.7% | -11.1% | +0.4% | -10.5% |
| 6M | +9.1% | +53.1% | -44.0% | +2.1% |
| YTD | +9.5% | +78.2% | -68.7% | +0.1% |
| 1Y | +14.0% | +50.0% | -36.0% | +5.5% |
| 3Y | +138.9% | +836.2% | -697.3% | +75.6% |
| 5Y | +209.1% | -50.0% | +259.1% | +155.8% |
| All | +373.6% | -60.2% | +433.9% | +296.1% |
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 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