+937.0%
PWR vs OUST
-60.6%
+997.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.7% | +14.0% | -9.2% | +3.3% |
| 30D | -12.5% | +2.5% | -15.0% | -13.1% |
| 3M | -9.3% | -15.3% | +6.0% | -8.3% |
| 6M | -22.2% | +42.6% | -64.8% | -26.9% |
| YTD | +44.2% | +76.6% | -32.5% | +31.2% |
| 1Y | +35.5% | +54.1% | -18.5% | +24.9% |
| 3Y | +250.4% | +675.3% | -424.8% | +156.2% |
| 5Y | +425.6% | -45.1% | +470.7% | +352.6% |
| All | +937.0% | -60.6% | +997.6% | +824.0% |
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