+1.6%
PG vs USO
+96.2%
-94.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.4% |
| 7D | -0.8% | +9.1% | -9.9% | +0.1% |
| 30D | +0.8% | +21.7% | -20.9% | +3.0% |
| 3M | -1.3% | +20.2% | -21.6% | +0.9% |
| 6M | -3.8% | +43.4% | -47.2% | +0.1% |
| YTD | +3.6% | +124.0% | -120.3% | +11.4% |
| 1Y | -5.7% | +112.2% | -117.9% | +1.0% |
| 3Y | +1.6% | +97.7% | -96.1% | +8.3% |
| All | +1.6% | +96.2% | -94.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling