+56.7%
PPL vs OUST
-68.5%
+125.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.0% | +9.8% | +0.9% |
| 7D | +1.0% | -5.0% | +6.1% | +1.1% |
| 30D | +6.8% | -32.0% | +38.9% | +7.1% |
| 3M | +3.9% | -32.4% | +36.2% | +4.1% |
| 6M | -2.0% | +6.7% | -8.7% | -2.7% |
| YTD | +5.3% | +41.0% | -35.8% | +3.9% |
| 1Y | +2.2% | +18.0% | -15.8% | +1.1% |
| 3Y | +56.7% | +560.6% | -503.9% | +47.4% |
| 5Y | +49.1% | -55.1% | +104.2% | +40.6% |
| All | +56.7% | -68.5% | +125.2% | +45.4% |
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