+163.5%
PNC vs OUST
-62.4%
+225.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +1.4% | +5.2% | -3.8% | +1.0% |
| 30D | -3.8% | -19.3% | +15.4% | -2.5% |
| 3M | +9.0% | -22.6% | +31.7% | +9.3% |
| 6M | +16.6% | +62.8% | -46.1% | +9.0% |
| YTD | +20.4% | +68.3% | -47.9% | +11.7% |
| 1Y | +22.3% | +28.5% | -6.2% | +14.8% |
| 3Y | +124.5% | +554.0% | -429.5% | +71.4% |
| 5Y | +54.1% | -56.2% | +110.3% | +31.1% |
| All | +163.5% | -62.4% | +225.9% | +128.2% |
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 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