+144.9%
PM vs USO
+98.4%
+46.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -6.6% | -10.6% | +3.9% | -6.8% |
| 30D | -3.4% | -4.6% | +1.1% | -3.5% |
| 3M | +5.3% | +12.3% | -7.0% | +5.7% |
| 6M | +15.5% | +5.9% | +9.6% | +15.9% |
| YTD | +24.3% | +104.5% | -80.3% | +27.4% |
| 1Y | +29.7% | +97.3% | -67.6% | +32.9% |
| 3Y | +144.9% | +97.0% | +47.9% | +150.8% |
| All | +144.9% | +98.4% | +46.6% | +150.8% |
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