+112.2%
USO vs PBF
+184.8%
-72.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.7% |
| 7D | +9.1% | +5.3% | +3.8% | +7.3% |
| 30D | +21.7% | +11.7% | +10.0% | +16.9% |
| 3M | +20.2% | +91.1% | -70.8% | -5.5% |
| 6M | +43.4% | +88.4% | -45.1% | +14.0% |
| YTD | +124.0% | +194.1% | -70.1% | +56.2% |
| 1Y | +112.2% | +180.4% | -68.2% | +47.8% |
| All | +112.2% | +184.8% | -72.6% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling