+1.5%
PLD vs OUST
-56.4%
+57.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.6% |
| 7D | +0.4% | -5.0% | +5.5% | +0.6% |
| 30D | -0.1% | -32.0% | +31.9% | +2.0% |
| 3M | -7.9% | -32.4% | +24.4% | -6.3% |
| 6M | -7.0% | +6.7% | -13.7% | -10.1% |
| YTD | +3.1% | +41.0% | -38.0% | -3.3% |
| 1Y | +7.1% | +18.0% | -10.9% | +1.5% |
| 3Y | +32.9% | +560.6% | -527.7% | -0.5% |
| 5Y | +1.5% | -55.1% | +56.7% | -9.8% |
| All | +1.5% | -56.4% | +57.9% | -9.8% |
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