+124.3%
PM vs USO
+86.9%
+37.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +1.3% |
| 7D | -1.3% | +3.6% | -4.9% | -1.2% |
| 30D | -2.6% | +23.8% | -26.3% | -2.0% |
| 3M | +5.8% | +8.1% | -2.3% | +6.1% |
| 6M | +10.6% | +34.3% | -23.7% | +12.0% |
| YTD | +17.2% | +111.1% | -94.0% | +20.8% |
| 1Y | +17.6% | +99.9% | -82.3% | +21.0% |
| 3Y | +124.3% | +86.5% | +37.8% | +125.2% |
| All | +124.3% | +86.9% | +37.4% | +125.2% |
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 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