+4.6%
PEP vs USO
+205.4%
-200.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | +0.1% | +3.6% | -3.5% | +0.2% |
| 30D | +0.7% | +23.8% | -23.1% | +1.0% |
| 3M | -0.5% | +8.1% | -8.6% | -0.3% |
| 6M | -11.3% | +34.3% | -45.6% | -10.9% |
| YTD | -0.6% | +111.1% | -111.7% | +0.2% |
| 1Y | +1.7% | +99.9% | -98.3% | +2.4% |
| 3Y | -12.5% | +86.5% | -99.0% | -11.9% |
| All | +4.6% | +205.4% | -200.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling