+214.1%
USO vs PBF
+817.4%
-603.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +6.2% | +1.4% | +4.9% | +5.8% |
| 30D | +19.1% | +15.8% | +3.3% | +13.8% |
| 3M | +14.2% | +90.3% | -76.1% | -6.2% |
| 6M | +43.7% | +102.8% | -59.1% | +16.2% |
| YTD | +116.8% | +187.3% | -70.5% | +57.8% |
| 1Y | +104.3% | +161.8% | -57.5% | +50.8% |
| 3Y | +91.5% | +55.5% | +36.1% | +55.1% |
| 5Y | +214.1% | +801.9% | -587.8% | +53.6% |
| All | +214.1% | +817.4% | -603.3% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling