+29.1%
PSA vs OUST
+42.6%
-13.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.6% | +0.2% |
| 7D | +1.5% | +36.7% | -35.2% | +1.6% |
| 30D | +16.7% | -3.3% | +20.0% | +16.7% |
| 3M | +4.0% | -11.1% | +15.2% | +4.1% |
| 6M | +10.9% | +53.1% | -42.2% | +7.4% |
| YTD | +34.2% | +78.2% | -44.0% | +28.0% |
| All | +29.1% | +42.6% | -13.5% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling