+3.3%
PPG vs OUST
-60.6%
+63.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +2.6% | +31.9% | -29.3% | +0.7% |
| 30D | +19.7% | -4.2% | +23.9% | +19.6% |
| 3M | +7.7% | -9.3% | +17.0% | +7.7% |
| 6M | +15.0% | +51.7% | -36.7% | +9.2% |
| YTD | +23.7% | +76.6% | -52.9% | +15.4% |
| 1Y | +32.1% | +48.9% | -16.8% | +24.4% |
| 3Y | +3.1% | +675.3% | -672.2% | -18.8% |
| 5Y | -14.2% | -44.0% | +29.8% | -27.7% |
| All | +3.3% | -60.6% | +63.9% | -11.9% |
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