+83.5%
PSA vs OUST
-62.3%
+145.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | -2.1% | +19.9% | -22.0% | -2.5% |
| 30D | +15.6% | +3.6% | +12.0% | +15.3% |
| 3M | +4.1% | -20.6% | +24.7% | +4.4% |
| 6M | +9.2% | +35.1% | -25.9% | +7.0% |
| YTD | +32.3% | +69.1% | -36.8% | +28.2% |
| 1Y | +26.2% | +49.9% | -23.8% | +22.6% |
| 3Y | +53.7% | +642.4% | -588.7% | +36.0% |
| 5Y | +26.6% | -48.3% | +74.9% | +13.4% |
| All | +83.5% | -62.3% | +145.8% | +60.6% |
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