+4.1%
PPG vs OUST
-60.2%
+64.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | +1.7% |
| 7D | +0.3% | +36.7% | -36.3% | -1.7% |
| 30D | +20.5% | -3.3% | +23.9% | +20.4% |
| 3M | +5.3% | -11.1% | +16.4% | +5.5% |
| 6M | +15.8% | +53.1% | -37.3% | +9.9% |
| YTD | +24.6% | +78.2% | -53.7% | +16.2% |
| 1Y | +33.6% | +50.0% | -16.4% | +25.7% |
| 3Y | +5.0% | +836.2% | -831.2% | -18.4% |
| 5Y | -14.0% | -50.0% | +36.0% | -27.5% |
| All | +4.1% | -60.2% | +64.3% | -11.3% |
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