+353.0%
PG vs USO
-71.6%
+424.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | -0.8% | +9.1% | -9.9% | -1.3% |
| 30D | +0.8% | +21.7% | -20.9% | -0.4% |
| 3M | -1.3% | +20.2% | -21.6% | -2.7% |
| 6M | -3.8% | +43.4% | -47.2% | -6.9% |
| YTD | +3.6% | +124.0% | -120.3% | -3.2% |
| 1Y | -5.7% | +112.2% | -117.9% | -11.6% |
| 3Y | +1.6% | +97.7% | -96.1% | -5.1% |
| 5Y | +14.6% | +217.4% | -202.8% | +0.7% |
| 10Y | +121.2% | +82.8% | +38.3% | +97.7% |
| All | +353.0% | -71.6% | +424.6% | +355.6% |
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