+36.7%
PNC vs OUST
-53.0%
+89.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.1% | +1.2% |
| 7D | +3.1% | -3.8% | +6.8% | +3.3% |
| 30D | +7.6% | +5.1% | +2.6% | +6.8% |
| 3M | -8.1% | -25.8% | +17.7% | -6.8% |
| 6M | +12.6% | -2.0% | +14.6% | +9.6% |
| YTD | +15.0% | +54.7% | -39.8% | +6.1% |
| 1Y | +30.4% | +48.8% | -18.4% | +20.5% |
| 3Y | +116.1% | +607.8% | -491.7% | +59.3% |
| All | +36.7% | -53.0% | +89.7% | +10.0% |
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