+196.7%
PFE vs USO
-74.0%
+270.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +9.5% | -7.7% | +1.0% |
| 30D | +10.2% | +23.6% | -13.3% | +8.2% |
| 3M | +12.7% | +3.8% | +8.9% | +12.0% |
| 6M | +10.5% | +55.0% | -44.5% | +5.0% |
| YTD | +20.2% | +105.3% | -85.1% | +11.0% |
| 1Y | +24.1% | +91.4% | -67.3% | +15.2% |
| 3Y | -3.6% | +84.6% | -88.1% | -11.1% |
| 5Y | -20.9% | +191.7% | -212.6% | -32.1% |
| 10Y | +35.8% | +73.3% | -37.4% | +18.9% |
| All | +196.7% | -74.0% | +270.7% | +202.6% |
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 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