+191.7%
PH vs OUST
-56.4%
+248.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.0% | +7.0% | -1.2% |
| 7D | -3.9% | -5.0% | +1.1% | -3.7% |
| 30D | -9.4% | -32.0% | +22.6% | -6.6% |
| 3M | -10.3% | -32.4% | +22.0% | -7.8% |
| 6M | +2.7% | +6.7% | -4.0% | -1.4% |
| YTD | +2.1% | +41.0% | -38.9% | -5.5% |
| 1Y | +16.2% | +18.0% | -1.8% | +8.9% |
| 3Y | +129.3% | +560.6% | -431.3% | +66.4% |
| 5Y | +191.7% | -55.1% | +246.9% | +145.4% |
| All | +191.7% | -56.4% | +248.1% | +145.4% |
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