+15.1%
PSA vs OUST
-56.2%
+71.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -3.7% | +5.2% | -8.9% | -3.8% |
| 30D | -7.7% | -19.3% | +11.5% | -7.3% |
| 3M | -0.6% | -22.6% | +22.0% | -0.6% |
| 6M | -0.9% | +62.8% | -63.7% | -4.0% |
| YTD | +18.7% | +68.3% | -49.7% | +14.6% |
| 1Y | +7.6% | +28.5% | -20.9% | +4.4% |
| 3Y | +23.7% | +554.0% | -530.4% | +6.9% |
| All | +15.1% | -56.2% | +71.2% | -0.3% |
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 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