+76.1%
USO vs PCAR
+292.6%
-216.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -10.6% | +3.8% | -14.4% | -11.5% |
| 30D | -4.6% | -2.0% | -2.6% | -4.3% |
| 3M | +12.3% | -19.1% | +31.4% | +17.9% |
| 6M | +5.9% | -6.8% | +12.7% | +6.3% |
| YTD | +104.5% | -2.5% | +107.0% | +100.0% |
| 1Y | +97.3% | +9.7% | +87.7% | +85.5% |
| 3Y | +97.0% | +34.0% | +63.1% | +67.0% |
| 5Y | +151.2% | +113.3% | +37.8% | +72.2% |
| 10Y | +76.1% | +278.2% | -202.1% | -4.6% |
| All | +76.1% | +292.6% | -216.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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