-16.8%
PPG vs OUST
-56.2%
+39.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -1.5% | +5.2% | -6.7% | -1.8% |
| 30D | -5.0% | -19.3% | +14.3% | -3.7% |
| 3M | +1.1% | -22.6% | +23.8% | +1.4% |
| 6M | -3.2% | +62.8% | -65.9% | -9.2% |
| YTD | +11.9% | +68.3% | -56.5% | +4.2% |
| 1Y | +5.3% | +28.5% | -23.2% | -1.0% |
| 3Y | -15.0% | +554.0% | -569.0% | -35.3% |
| All | -16.8% | -56.2% | +39.4% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling