+117.4%
PM vs OUST
-56.2%
+173.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -1.9% |
| 7D | -4.9% | +5.2% | -10.1% | -4.9% |
| 30D | -3.4% | -19.3% | +15.9% | -3.5% |
| 3M | +5.2% | -22.6% | +27.8% | +5.2% |
| 6M | +3.7% | +62.8% | -59.1% | +3.2% |
| YTD | +15.8% | +68.3% | -52.6% | +15.2% |
| 1Y | +17.4% | +28.5% | -11.2% | +16.8% |
| 3Y | +116.9% | +554.0% | -437.1% | +108.0% |
| All | +117.4% | -56.2% | +173.6% | +109.1% |
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