+135.8%
PRU vs OUST
-64.1%
+199.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.0% | -16.6% | -3.4% |
| 7D | +2.4% | +17.0% | -14.6% | +1.4% |
| 30D | +6.1% | -16.5% | +22.6% | +6.9% |
| 3M | -0.7% | -23.7% | +22.9% | +0.3% |
| 6M | +22.1% | +18.4% | +3.7% | +17.9% |
| YTD | +9.8% | +60.8% | -51.0% | +3.3% |
| 1Y | +19.4% | +44.2% | -24.8% | +12.8% |
| 3Y | +50.4% | +668.1% | -617.7% | +21.3% |
| 5Y | +37.2% | -48.8% | +86.0% | +21.6% |
| All | +135.8% | -64.1% | +199.9% | +112.6% |
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