+144.0%
PNC vs OUST
-64.1%
+208.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.6% |
| 7D | -1.1% | +17.0% | -18.1% | -2.4% |
| 30D | +4.5% | -16.5% | +21.0% | +5.4% |
| 3M | -10.0% | -23.7% | +13.6% | -8.9% |
| 6M | +3.1% | +18.4% | -15.3% | -1.3% |
| YTD | +11.5% | +60.8% | -49.3% | +3.2% |
| 1Y | +27.3% | +44.2% | -16.9% | +18.5% |
| 3Y | +106.4% | +668.1% | -561.7% | +55.2% |
| 5Y | +31.1% | -48.8% | +80.0% | +10.3% |
| All | +144.0% | -64.1% | +208.2% | +110.8% |
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