-72.4%
USO vs PBR
+325.2%
-397.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | +19.1% | +17.5% | +1.6% | +12.5% |
| 3M | +14.2% | +20.9% | -6.7% | +7.2% |
| 6M | +43.7% | +20.2% | +23.5% | +35.3% |
| YTD | +116.8% | +84.3% | +32.6% | +76.1% |
| 1Y | +104.3% | +77.1% | +27.2% | +67.9% |
| 3Y | +91.5% | +100.8% | -9.3% | +48.4% |
| 5Y | +214.1% | +556.1% | -342.0% | +52.7% |
| 10Y | +77.0% | +676.1% | -599.0% | -30.3% |
| All | -72.4% | +325.2% | -397.6% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling