-43.8%
USO vs PBF
+303.9%
-347.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +9.5% | +4.3% | +5.2% | +8.6% |
| 30D | +23.6% | +22.0% | +1.6% | +18.5% |
| 3M | +3.8% | +74.5% | -70.7% | -7.9% |
| 6M | +55.0% | +67.7% | -12.6% | +38.4% |
| YTD | +105.3% | +179.2% | -73.9% | +65.5% |
| 1Y | +91.4% | +170.0% | -78.6% | +54.1% |
| 3Y | +84.6% | +66.4% | +18.2% | +56.8% |
| 5Y | +191.7% | +764.5% | -572.8% | +80.2% |
| 10Y | +73.3% | +358.5% | -285.2% | +3.1% |
| All | -43.8% | +303.9% | -347.7% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling