+332.1%
PEP vs USO
-74.0%
+406.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | +9.5% | -10.8% | -2.1% |
| 30D | +0.2% | +23.6% | -23.3% | -1.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.7% |
| 6M | -13.5% | +55.0% | -68.5% | -17.3% |
| YTD | -1.2% | +105.3% | -106.4% | -7.9% |
| 1Y | -1.6% | +91.4% | -92.9% | -7.8% |
| 3Y | -12.5% | +84.6% | -97.1% | -18.6% |
| 5Y | +3.0% | +191.7% | -188.7% | -10.1% |
| 10Y | +73.9% | +73.3% | +0.6% | +53.9% |
| All | +332.1% | -74.0% | +406.1% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling