+446.0%
PWR vs OUST
-56.2%
+502.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +3.6% | +5.2% | -1.6% | +3.0% |
| 30D | -8.6% | -19.3% | +10.7% | -6.4% |
| 3M | -13.2% | -22.6% | +9.5% | -12.1% |
| 6M | +9.9% | +62.8% | -52.9% | +1.6% |
| YTD | +48.0% | +68.3% | -20.3% | +35.5% |
| 1Y | +66.2% | +28.5% | +37.6% | +54.6% |
| 3Y | +195.1% | +554.0% | -358.9% | +114.6% |
| All | +446.0% | -56.2% | +502.2% | +410.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling