+7.4%
PLD vs OUST
+41.3%
-33.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.3% |
| 3M | -5.5% | -9.3% | +3.8% | -5.6% |
| 6M | -8.3% | +51.7% | -60.0% | -9.8% |
| YTD | +4.3% | +76.6% | -72.3% | +1.6% |
| 1Y | +7.4% | +48.9% | -41.5% | +4.9% |
| All | +7.4% | +41.3% | -33.9% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling