-9.6%
PNR vs OUST
+554.0%
-563.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -2.4% | +5.2% | -7.6% | -2.7% |
| 30D | -12.8% | -19.3% | +6.5% | -11.6% |
| 3M | -17.0% | -22.6% | +5.6% | -16.7% |
| 6M | -37.4% | +62.8% | -100.2% | -41.8% |
| YTD | -41.6% | +68.3% | -110.0% | -46.1% |
| 1Y | -44.6% | +28.5% | -73.2% | -48.3% |
| All | -9.6% | +554.0% | -563.6% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling