+86.1%
USO vs PBF
+367.4%
-281.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.5% |
| 7D | +11.5% | +2.3% | +9.1% | +10.9% |
| 30D | +24.1% | +11.6% | +12.6% | +21.1% |
| 3M | +17.9% | +81.7% | -63.8% | +3.3% |
| 6M | +49.6% | +96.4% | -46.8% | +29.2% |
| YTD | +129.0% | +189.5% | -60.5% | +81.9% |
| 1Y | +112.0% | +180.7% | -68.8% | +68.2% |
| 3Y | +102.3% | +56.6% | +45.6% | +72.8% |
| 5Y | +224.5% | +802.0% | -577.4% | +96.3% |
| All | +86.1% | +367.4% | -281.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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