+159.0%
PM vs OUST
-49.4%
+208.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -6.6% | +31.9% | -38.5% | -6.4% |
| 30D | -3.4% | -4.2% | +0.8% | -3.4% |
| 3M | +5.3% | -9.3% | +14.6% | +5.4% |
| 6M | +15.5% | +51.7% | -36.1% | +15.2% |
| YTD | +24.3% | +76.6% | -52.4% | +23.7% |
| 1Y | +29.7% | +48.9% | -19.2% | +29.3% |
| 3Y | +144.9% | +675.3% | -530.3% | +135.0% |
| 5Y | +159.0% | -44.0% | +203.1% | +143.2% |
| All | +159.0% | -49.4% | +208.5% | +143.2% |
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