+964.9%
PWR vs OUST
-62.4%
+1,027.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | -13.2% | -22.6% | +9.5% | -12.1% |
| 6M | +9.9% | +62.8% | -52.9% | +2.1% |
| YTD | +48.0% | +68.3% | -20.3% | +36.2% |
| 1Y | +66.2% | +28.5% | +37.6% | +55.3% |
| 3Y | +195.1% | +554.0% | -358.9% | +119.4% |
| 5Y | +442.6% | -56.2% | +498.8% | +376.7% |
| All | +964.9% | -62.4% | +1,027.3% | +859.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling