+50.9%
PLD vs OUST
-62.4%
+113.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -2.4% | +5.2% | -7.6% | -2.7% |
| 30D | -2.4% | -19.3% | +16.8% | -1.4% |
| 3M | -3.8% | -22.6% | +18.8% | -3.8% |
| 6M | 0.0% | +62.8% | -62.8% | -5.5% |
| YTD | +9.2% | +68.3% | -59.1% | +2.6% |
| 1Y | +25.9% | +28.5% | -2.6% | +19.3% |
| 3Y | +21.3% | +554.0% | -532.7% | -4.6% |
| 5Y | +14.1% | -56.2% | +70.3% | -2.9% |
| All | +50.9% | -62.4% | +113.4% | +27.8% |
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 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