+142.2%
PRU vs OUST
-68.5%
+210.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.0% | +5.7% | -2.8% |
| 7D | +4.8% | -5.0% | +9.8% | +5.0% |
| 30D | +7.9% | -32.0% | +39.9% | +10.0% |
| 3M | +3.1% | -32.4% | +35.4% | +4.9% |
| 6M | +25.2% | +6.7% | +18.5% | +21.7% |
| YTD | +12.7% | +41.0% | -28.3% | +7.0% |
| 1Y | +23.5% | +18.0% | +5.5% | +18.2% |
| 3Y | +50.6% | +560.6% | -510.0% | +22.6% |
| 5Y | +40.9% | -55.1% | +96.0% | +25.9% |
| All | +142.2% | -68.5% | +210.7% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling