+1,248.2%
PANW vs USO
+86.2%
+1,162.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -0.8% | +9.1% | -9.9% | -1.9% |
| 30D | -14.6% | +21.7% | -36.2% | -16.7% |
| 3M | +18.3% | +20.2% | -1.9% | +15.0% |
| 6M | +100.5% | +43.4% | +57.1% | +88.4% |
| YTD | +79.5% | +124.0% | -44.5% | +57.5% |
| 1Y | +66.7% | +112.2% | -45.5% | +47.4% |
| 3Y | +161.2% | +97.7% | +63.6% | +130.1% |
| 5Y | +322.2% | +217.4% | +104.8% | +233.2% |
| All | +1,248.2% | +86.2% | +1,162.0% | +1,076.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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