+229.7%
PM vs OUST
-64.1%
+293.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.7% |
| 7D | -5.2% | +17.0% | -22.2% | -5.1% |
| 30D | +2.7% | -16.5% | +19.2% | +2.6% |
| 3M | +5.2% | -23.7% | +28.9% | +5.1% |
| 6M | +17.0% | +18.4% | -1.4% | +16.9% |
| YTD | +25.5% | +60.8% | -35.3% | +25.2% |
| 1Y | +35.5% | +44.2% | -8.7% | +35.3% |
| 3Y | +143.9% | +668.1% | -524.2% | +137.8% |
| 5Y | +161.8% | -48.8% | +210.7% | +150.0% |
| All | +229.7% | -64.1% | +293.9% | +202.7% |
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