-72.7%
USO vs PAAS
+112.2%
-184.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | -12.1% | +8.4% | -20.5% | -13.6% |
| 30D | +3.1% | -7.2% | +10.3% | +4.1% |
| 3M | +24.9% | -14.0% | +38.9% | +27.0% |
| 6M | +10.8% | -26.8% | +37.6% | +15.0% |
| YTD | +114.6% | -19.8% | +134.4% | +113.5% |
| 1Y | +109.4% | +22.8% | +86.5% | +89.9% |
| 3Y | +98.1% | +183.6% | -85.5% | +44.1% |
| 5Y | +162.4% | +73.8% | +88.6% | +104.7% |
| 10Y | +85.9% | +185.6% | -99.7% | +12.6% |
| All | -72.7% | +112.2% | -184.9% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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