+54.0%
PNR vs OUST
-60.2%
+114.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.8% | +2.2% |
| 7D | -0.5% | +36.7% | -37.2% | -3.0% |
| 30D | +34.4% | -3.3% | +37.8% | +34.2% |
| 3M | +2.4% | -11.1% | +13.5% | +2.5% |
| 6M | -7.8% | +53.1% | -60.8% | -13.5% |
| YTD | -31.6% | +78.2% | -109.8% | -37.3% |
| 1Y | -33.6% | +50.0% | -83.7% | -38.5% |
| 3Y | +19.9% | +836.2% | -816.2% | -12.1% |
| 5Y | +0.8% | -50.0% | +50.8% | -17.6% |
| All | +54.0% | -60.2% | +114.2% | +25.2% |
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 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