+30.0%
PSA vs OUST
-50.0%
+80.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.6% | -0.1% |
| 7D | +1.5% | +36.7% | -35.2% | +0.6% |
| 30D | +16.7% | -3.3% | +20.0% | +16.6% |
| 3M | +4.0% | -11.1% | +15.2% | +4.1% |
| 6M | +10.9% | +53.1% | -42.2% | +7.7% |
| YTD | +34.2% | +78.2% | -44.0% | +29.1% |
| 1Y | +26.6% | +50.0% | -23.4% | +22.4% |
| 3Y | +54.7% | +836.2% | -781.4% | +31.4% |
| 5Y | +30.0% | -50.0% | +80.0% | +17.4% |
| All | +30.0% | -50.0% | +80.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling