+85.0%
PSA vs OUST
-60.6%
+145.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | +0.8% | +31.9% | -31.1% | +0.1% |
| 30D | +15.9% | -4.2% | +20.1% | +15.9% |
| 3M | +4.2% | -9.3% | +13.5% | +4.2% |
| 6M | +10.1% | +51.7% | -41.5% | +7.5% |
| YTD | +33.3% | +76.6% | -43.3% | +29.1% |
| 1Y | +28.2% | +48.9% | -20.6% | +24.7% |
| 3Y | +54.9% | +675.3% | -620.4% | +37.0% |
| 5Y | +28.3% | -44.0% | +72.4% | +15.0% |
| All | +85.0% | -60.6% | +145.6% | +61.7% |
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