+64.6%
PSA vs OUST
-62.4%
+127.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| YTD | +18.7% | +68.3% | -49.7% | +15.2% |
| 1Y | +7.6% | +28.5% | -20.9% | +4.9% |
| 3Y | +23.7% | +554.0% | -530.4% | +9.9% |
| 5Y | +13.7% | -56.2% | +69.9% | +2.0% |
| All | +64.6% | -62.4% | +127.0% | +44.3% |
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 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