+822.5%
PWR vs OUST
-64.1%
+886.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.0% | -7.8% | +4.7% |
| 7D | -12.9% | +17.0% | -29.9% | -14.6% |
| 30D | -22.8% | -16.5% | -6.3% | -21.6% |
| 3M | -19.0% | -23.7% | +4.7% | -17.2% |
| 6M | -31.1% | +18.4% | -49.5% | -34.0% |
| YTD | +28.2% | +60.8% | -32.6% | +17.9% |
| 1Y | +22.2% | +44.2% | -22.0% | +13.4% |
| 3Y | +222.1% | +668.1% | -446.0% | +135.7% |
| 5Y | +364.1% | -48.8% | +412.9% | +303.0% |
| All | +822.5% | -64.1% | +886.6% | +730.5% |
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