+82.0%
USO vs PBR
+697.0%
-615.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +9.1% | +5.4% | +3.7% | +7.0% |
| 30D | +21.7% | +22.9% | -1.2% | +12.5% |
| 3M | +20.2% | +19.6% | +0.6% | +12.7% |
| 6M | +43.4% | +16.5% | +26.9% | +36.1% |
| YTD | +124.0% | +86.7% | +37.3% | +78.9% |
| 1Y | +112.2% | +74.7% | +37.5% | +73.3% |
| 3Y | +97.7% | +102.6% | -4.9% | +50.6% |
| 5Y | +217.4% | +566.6% | -349.2% | +47.0% |
| All | +82.0% | +697.0% | -615.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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