+26.2%
PSA vs OUST
+46.4%
-20.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.7% |
| 7D | -2.1% | +19.9% | -22.0% | -2.0% |
| 30D | +15.6% | +3.6% | +12.0% | +15.6% |
| 3M | +4.1% | -20.6% | +24.7% | +4.1% |
| 6M | +9.2% | +35.1% | -25.9% | +6.3% |
| YTD | +32.3% | +69.1% | -36.8% | +25.9% |
| 1Y | +26.2% | +49.9% | -23.8% | +20.6% |
| All | +26.2% | +46.4% | -20.2% | +20.6% |
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 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