-78.0%
PSKY vs OUST
-62.4%
-15.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.3% | +4.4% | -4.1% |
| 7D | -24.6% | -28.7% | +4.2% | -22.4% |
| 30D | -36.1% | -15.0% | -21.1% | -35.6% |
| 3M | -37.1% | +12.8% | -49.9% | -40.1% |
| 6M | -40.5% | +17.6% | -58.2% | -43.9% |
| YTD | -47.7% | +31.4% | -79.1% | -51.9% |
| 1Y | -58.4% | -9.8% | -48.6% | -60.3% |
| 3Y | -40.7% | +536.0% | -576.7% | -60.9% |
| All | -78.0% | -62.4% | -15.6% | -82.1% |
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