+48.8%
PFE vs USO
+87.0%
-38.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.7% | -1.9% | +0.2% | -1.6% |
| 30D | +0.3% | -5.2% | +5.5% | +0.5% |
| 3M | +9.4% | +16.4% | -7.1% | +8.7% |
| 6M | +14.9% | +2.5% | +12.4% | +14.5% |
| YTD | +23.8% | +110.5% | -86.7% | +19.0% |
| 1Y | +19.5% | +108.4% | -88.9% | +14.9% |
| 3Y | +21.0% | +99.6% | -78.6% | +16.0% |
| 5Y | -23.9% | +160.1% | -183.9% | -29.2% |
| All | +48.8% | +87.0% | -38.2% | +42.9% |
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