+51.5%
PPL vs OUST
-62.4%
+114.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.7% | +5.2% | -2.6% | +2.6% |
| 30D | +0.5% | -19.3% | +19.7% | +0.6% |
| 3M | +0.7% | -22.6% | +23.3% | +0.6% |
| 6M | -7.6% | +62.8% | -70.4% | -8.7% |
| YTD | +1.8% | +68.3% | -66.5% | +0.5% |
| 1Y | -0.8% | +28.5% | -29.3% | -1.9% |
| 3Y | +56.9% | +554.0% | -497.2% | +47.7% |
| 5Y | +39.5% | -56.2% | +95.7% | +31.2% |
| All | +51.5% | -62.4% | +114.0% | +40.5% |
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 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