+87.5%
PSA vs OUST
-68.5%
+156.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.5% |
| 7D | +7.4% | -5.0% | +12.4% | +7.5% |
| 30D | +19.1% | -32.0% | +51.2% | +20.1% |
| 3M | +5.1% | -32.4% | +37.4% | +5.8% |
| 6M | +16.2% | +6.7% | +9.5% | +14.5% |
| YTD | +35.2% | +41.0% | -5.9% | +31.6% |
| 1Y | +27.1% | +18.0% | +9.2% | +24.3% |
| 3Y | +51.7% | +560.6% | -508.9% | +34.6% |
| 5Y | +31.8% | -55.1% | +86.9% | +18.7% |
| All | +87.5% | -68.5% | +156.0% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling