+234.4%
PM vs OUST
-65.5%
+299.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.7% | +1.1% |
| 7D | +0.5% | -3.8% | +4.3% | +0.5% |
| 30D | -3.2% | +5.1% | -8.3% | -3.1% |
| 3M | +6.2% | -25.8% | +32.0% | +6.1% |
| 6M | +7.7% | -2.0% | +9.7% | +7.6% |
| YTD | +27.3% | +54.7% | -27.4% | +27.0% |
| 1Y | +32.8% | +48.8% | -16.0% | +32.4% |
| 3Y | +150.0% | +607.8% | -457.8% | +143.8% |
| 5Y | +164.2% | -52.7% | +217.0% | +152.1% |
| All | +234.4% | -65.5% | +299.9% | +206.9% |
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 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