+161.2%
PANW vs USO
+96.2%
+65.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.2% |
| 7D | -0.8% | +9.1% | -9.9% | -1.1% |
| 30D | -14.6% | +21.7% | -36.2% | -15.2% |
| 3M | +18.3% | +20.2% | -1.9% | +17.5% |
| 6M | +100.5% | +43.4% | +57.1% | +94.6% |
| YTD | +79.5% | +124.0% | -44.5% | +66.3% |
| 1Y | +66.7% | +112.2% | -45.5% | +55.4% |
| 3Y | +161.2% | +97.7% | +63.6% | +135.6% |
| All | +161.2% | +96.2% | +65.0% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling