+50.2%
PFE vs USO
+79.0%
-28.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | -0.7% | -10.6% | +9.9% | -0.4% |
| 30D | +5.3% | -4.6% | +9.9% | +5.4% |
| 3M | +10.1% | +12.3% | -2.2% | +9.5% |
| 6M | +18.0% | +5.9% | +12.1% | +17.4% |
| YTD | +25.8% | +104.5% | -78.7% | +21.1% |
| 1Y | +28.4% | +97.3% | -68.9% | +23.8% |
| 3Y | +20.9% | +97.0% | -76.1% | +15.9% |
| 5Y | -21.5% | +151.2% | -172.7% | -26.9% |
| All | +50.2% | +79.0% | -28.7% | +44.4% |
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