+150.2%
PNC vs OUST
-62.3%
+212.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.1% |
| 7D | +1.9% | +19.9% | -18.0% | +0.5% |
| 30D | +6.2% | +3.6% | +2.6% | +5.6% |
| 3M | -8.7% | -20.6% | +11.9% | -7.8% |
| 6M | +9.2% | +35.1% | -25.9% | +3.6% |
| YTD | +14.3% | +69.1% | -54.8% | +5.4% |
| 1Y | +27.7% | +49.9% | -22.3% | +18.6% |
| 3Y | +113.5% | +642.4% | -528.9% | +61.2% |
| 5Y | +36.7% | -48.3% | +85.0% | +14.9% |
| All | +150.2% | -62.3% | +212.4% | +115.3% |
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