+13.4%
PG vs USO
+213.6%
-200.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.5% |
| 7D | -0.8% | +9.1% | -9.9% | -0.2% |
| 30D | +0.8% | +21.7% | -20.9% | +2.1% |
| 3M | -1.3% | +20.2% | -21.6% | 0.0% |
| 6M | -3.8% | +43.4% | -47.2% | -1.6% |
| YTD | +3.6% | +124.0% | -120.3% | +7.5% |
| 1Y | -5.7% | +112.2% | -117.9% | -2.3% |
| 3Y | +1.6% | +97.7% | -96.1% | +5.2% |
| All | +13.4% | +213.6% | -200.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling