+213.1%
USO vs PBR
+552.2%
-339.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +9.1% | +5.4% | +3.7% | +6.9% |
| 30D | +21.7% | +22.9% | -1.2% | +12.2% |
| 3M | +20.2% | +19.6% | +0.6% | +12.4% |
| 6M | +43.4% | +16.5% | +26.9% | +36.0% |
| YTD | +124.0% | +86.7% | +37.3% | +80.9% |
| 1Y | +112.2% | +74.7% | +37.5% | +75.0% |
| 3Y | +97.7% | +102.6% | -4.9% | +53.7% |
| All | +213.1% | +552.2% | -339.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling