+45.5%
PLD vs OUST
-65.4%
+110.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.7% | -14.0% | +0.9% |
| 7D | +4.9% | -0.2% | +5.1% | +4.8% |
| 30D | +2.6% | -24.0% | +26.5% | +3.9% |
| 3M | -4.8% | -29.9% | +25.1% | -3.4% |
| 6M | -3.9% | +19.1% | -23.0% | -7.4% |
| YTD | +5.3% | +55.0% | -49.7% | -1.0% |
| 1Y | +9.3% | +21.2% | -11.9% | +4.1% |
| 3Y | +35.8% | +626.0% | -590.2% | +5.8% |
| 5Y | +2.9% | -51.6% | +54.5% | -12.5% |
| All | +45.5% | -65.4% | +110.9% | +23.4% |
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