-6.6%
PPG vs OUST
-62.4%
+55.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +1.1% | -22.6% | +23.8% | +1.3% |
| 6M | -3.2% | +62.8% | -65.9% | -8.4% |
| YTD | +11.9% | +68.3% | -56.5% | +5.2% |
| 1Y | +5.3% | +28.5% | -23.2% | -0.2% |
| 3Y | -15.0% | +554.0% | -569.0% | -32.2% |
| 5Y | -19.6% | -56.2% | +36.6% | -31.7% |
| All | -6.6% | -62.4% | +55.9% | -19.7% |
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