+252.1%
PM vs OUST
-65.4%
+317.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +15.7% | -14.2% | +1.7% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +11.5% | -24.0% | +35.5% | +11.3% |
| 3M | +13.0% | -29.9% | +42.9% | +12.9% |
| 6M | +25.9% | +19.1% | +6.8% | +25.7% |
| YTD | +34.0% | +55.0% | -21.0% | +33.6% |
| 1Y | +46.9% | +21.2% | +25.7% | +46.7% |
| 3Y | +158.9% | +626.0% | -467.1% | +152.3% |
| 5Y | +181.3% | -51.6% | +232.9% | +168.5% |
| All | +252.1% | -65.4% | +317.5% | +223.1% |
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 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