+211.8%
PM vs USO
+73.9%
+137.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.3% |
| 7D | -1.2% | +6.2% | -7.4% | -1.8% |
| 30D | -0.2% | +19.1% | -19.3% | -1.9% |
| 3M | +4.9% | +14.2% | -9.3% | +3.2% |
| 6M | +9.0% | +43.7% | -34.7% | +4.1% |
| YTD | +17.8% | +116.8% | -99.1% | +7.0% |
| 1Y | +16.8% | +104.3% | -87.5% | +6.8% |
| 3Y | +125.4% | +91.5% | +33.9% | +104.9% |
| 5Y | +128.7% | +214.1% | -85.4% | +87.9% |
| 10Y | +211.8% | +77.0% | +134.8% | +172.2% |
| All | +211.8% | +73.9% | +137.9% | +172.2% |
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