+44.1%
PLD vs OUST
-60.6%
+104.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.8% | +31.9% | -31.1% | -0.9% |
| 30D | +0.5% | -4.2% | +4.7% | +0.4% |
| 3M | -5.5% | -9.3% | +3.8% | -5.5% |
| 6M | -8.3% | +51.7% | -60.0% | -12.9% |
| YTD | +4.3% | +76.6% | -72.3% | -2.7% |
| 1Y | +7.4% | +48.9% | -41.5% | +1.1% |
| 3Y | +37.1% | +675.3% | -638.2% | +6.5% |
| 5Y | +1.3% | -44.0% | +45.4% | -14.6% |
| All | +44.1% | -60.6% | +104.7% | +21.2% |
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