+2.8%
PPG vs OUST
+626.4%
-623.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.5% |
| 7D | +2.4% | +17.0% | -14.6% | +1.4% |
| 30D | +16.5% | -16.5% | +33.0% | +17.3% |
| 3M | +5.1% | -23.7% | +28.8% | +6.1% |
| 6M | +11.1% | +18.4% | -7.2% | +7.4% |
| YTD | +21.7% | +60.8% | -39.1% | +14.6% |
| 1Y | +32.0% | +44.2% | -12.2% | +24.8% |
| 3Y | +2.8% | +668.1% | -665.3% | -17.1% |
| All | +2.8% | +626.4% | -623.6% | -17.1% |
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