+141.3%
PRU vs OUST
-62.4%
+203.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.7% |
| 6M | +26.6% | +62.8% | -36.1% | +20.0% |
| YTD | +12.3% | +68.3% | -56.0% | +5.9% |
| 1Y | +18.0% | +28.5% | -10.5% | +12.2% |
| 3Y | +47.0% | +554.0% | -507.0% | +20.0% |
| 5Y | +48.4% | -56.2% | +104.6% | +32.8% |
| All | +141.3% | -62.4% | +203.7% | +118.0% |
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