+56.9%
PPL vs OUST
+600.2%
-543.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.7% | -15.7% | 0.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +8.4% | -24.0% | +32.4% | +8.5% |
| 3M | +2.4% | -29.9% | +32.3% | +2.5% |
| 6M | -4.0% | +19.1% | -23.1% | -4.5% |
| YTD | +4.5% | +55.0% | -50.5% | +3.3% |
| 1Y | +1.7% | +21.2% | -19.4% | +1.0% |
| All | +56.9% | +600.2% | -543.3% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling