+934.0%
PWR vs OUST
-62.3%
+996.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | +19.1% | +19.9% | -0.8% | +16.7% |
| 30D | -12.0% | +3.6% | -15.6% | -12.7% |
| 3M | -10.6% | -20.6% | +10.1% | -8.9% |
| 6M | -20.8% | +35.1% | -55.9% | -25.1% |
| YTD | +43.7% | +69.1% | -25.4% | +31.5% |
| 1Y | +35.0% | +49.9% | -15.0% | +24.8% |
| 3Y | +249.4% | +642.4% | -393.0% | +156.7% |
| 5Y | +422.1% | -48.3% | +470.4% | +352.2% |
| All | +934.0% | -62.3% | +996.2% | +825.8% |
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