+49.4%
PNR vs OUST
-64.1%
+113.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.0% | -16.4% | -3.4% |
| 7D | +2.8% | +17.0% | -14.2% | +1.4% |
| 30D | +31.2% | -16.5% | +47.7% | +32.4% |
| 3M | -2.1% | -23.7% | +21.6% | -0.8% |
| 6M | -14.0% | +18.4% | -32.3% | -17.7% |
| YTD | -33.6% | +60.8% | -94.4% | -38.7% |
| 1Y | -35.2% | +44.2% | -79.4% | -39.7% |
| 3Y | +15.8% | +668.1% | -652.3% | -13.7% |
| 5Y | -1.8% | -48.8% | +47.0% | -19.2% |
| All | +49.4% | -64.1% | +113.6% | +22.4% |
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 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