+49.6%
PRU vs OUST
+554.0%
-504.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.1% |
| 7D | +1.9% | +5.2% | -3.4% | +1.6% |
| 30D | +2.7% | -19.3% | +22.0% | +3.9% |
| 3M | +19.5% | -22.6% | +42.1% | +19.6% |
| 6M | +26.6% | +62.8% | -36.1% | +19.2% |
| YTD | +12.3% | +68.3% | -56.0% | +5.2% |
| 1Y | +18.0% | +28.5% | -10.5% | +11.5% |
| All | +49.6% | +554.0% | -504.5% | +17.3% |
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 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