+40.6%
PLD vs OUST
-64.1%
+104.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -2.0% |
| 7D | -0.8% | +17.0% | -17.8% | -1.8% |
| 30D | -0.3% | -16.5% | +16.2% | +0.4% |
| 3M | -8.0% | -23.7% | +15.6% | -7.2% |
| 6M | -9.8% | +18.4% | -28.2% | -13.1% |
| YTD | +1.8% | +60.8% | -59.0% | -4.6% |
| 1Y | +5.6% | +44.2% | -38.6% | -0.5% |
| 3Y | +33.3% | +668.1% | -634.8% | +3.4% |
| 5Y | +0.3% | -48.8% | +49.1% | -15.1% |
| All | +40.6% | -64.1% | +104.8% | +18.9% |
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