+203.2%
PWR vs OUST
+537.2%
-334.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.0% | -3.3% | -11.1% |
| 7D | -19.9% | -5.0% | -14.8% | -19.5% |
| 30D | -29.3% | -32.0% | +2.8% | -26.0% |
| 3M | -25.5% | -32.4% | +6.9% | -22.3% |
| 6M | -34.0% | +6.7% | -40.7% | -36.1% |
| YTD | +20.7% | +41.0% | -20.3% | +12.1% |
| 1Y | +12.3% | +18.0% | -5.6% | +6.0% |
| All | +203.2% | +537.2% | -334.0% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling