+763.1%
PM vs USO
-78.9%
+842.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +9.5% | -14.3% | -6.0% |
| 30D | -3.4% | +23.6% | -27.0% | -6.2% |
| 3M | +5.2% | +3.8% | +1.4% | +4.1% |
| 6M | +3.7% | +55.0% | -51.3% | -3.7% |
| YTD | +15.8% | +105.3% | -89.5% | +3.1% |
| 1Y | +17.4% | +91.4% | -74.0% | +5.4% |
| 3Y | +116.9% | +84.6% | +32.4% | +92.6% |
| 5Y | +117.3% | +191.7% | -74.4% | +74.4% |
| 10Y | +193.8% | +73.3% | +120.5% | +142.6% |
| All | +763.1% | -78.9% | +842.0% | +865.9% |
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