+908.9%
PWR vs OUST
-60.2%
+969.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.8% | -1.5% | +8.1% |
| 7D | -4.8% | +36.7% | -41.5% | -8.3% |
| 30D | -16.2% | -3.3% | -12.9% | -16.3% |
| 3M | -11.9% | -11.1% | -0.8% | -11.4% |
| 6M | -20.6% | +53.1% | -73.6% | -25.9% |
| YTD | +40.3% | +78.2% | -38.0% | +27.5% |
| 1Y | +33.0% | +50.0% | -17.0% | +22.8% |
| 3Y | +250.0% | +836.2% | -586.2% | +151.1% |
| 5Y | +404.2% | -50.0% | +454.1% | +336.2% |
| All | +908.9% | -60.2% | +969.2% | +798.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling