+85.8%
PSA vs OUST
-64.1%
+149.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -1.2% |
| 7D | +3.9% | +17.0% | -13.1% | +3.5% |
| 30D | +19.7% | -16.5% | +36.2% | +20.0% |
| 3M | +4.3% | -23.7% | +27.9% | +4.7% |
| 6M | +11.4% | +18.4% | -7.0% | +9.5% |
| YTD | +33.9% | +60.8% | -26.8% | +30.0% |
| 1Y | +28.3% | +44.2% | -15.9% | +24.7% |
| 3Y | +53.5% | +668.1% | -614.6% | +35.6% |
| 5Y | +30.6% | -48.8% | +79.5% | +17.3% |
| All | +85.8% | -64.1% | +149.9% | +62.8% |
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