+376.6%
PH vs OUST
-62.4%
+439.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -3.1% | +5.2% | -8.3% | -3.5% |
| 30D | -3.2% | -19.3% | +16.0% | -1.7% |
| 3M | +10.6% | -22.6% | +33.2% | +11.0% |
| 6M | -2.1% | +62.8% | -64.9% | -8.9% |
| YTD | +10.2% | +68.3% | -58.2% | +1.7% |
| 1Y | +28.2% | +28.5% | -0.3% | +19.8% |
| 3Y | +134.9% | +554.0% | -419.2% | +78.2% |
| 5Y | +253.6% | -56.2% | +309.9% | +195.8% |
| All | +376.6% | -62.4% | +439.1% | +302.7% |
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