+200.1%
PWR vs OUST
+554.0%
-353.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +3.6% | +5.2% | -1.6% | +2.9% |
| 30D | -8.6% | -19.3% | +10.7% | -6.2% |
| 3M | -13.2% | -22.6% | +9.5% | -12.0% |
| 6M | +9.9% | +62.8% | -52.9% | +0.8% |
| YTD | +48.0% | +68.3% | -20.3% | +34.3% |
| 1Y | +66.2% | +28.5% | +37.6% | +53.3% |
| All | +200.1% | +554.0% | -353.9% | +103.1% |
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