+66.5%
USO vs PCAR
+357.6%
-291.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.3% |
| 7D | +3.6% | 0.0% | +3.5% | +3.5% |
| 30D | +23.8% | -7.7% | +31.5% | +26.2% |
| 3M | +8.1% | +3.7% | +4.3% | +6.2% |
| 6M | +34.3% | +2.3% | +32.0% | +31.4% |
| YTD | +111.1% | +12.8% | +98.3% | +99.6% |
| 1Y | +99.9% | +27.8% | +72.2% | +80.8% |
| 3Y | +86.5% | +61.8% | +24.7% | +49.7% |
| 5Y | +200.5% | +168.2% | +32.3% | +91.3% |
| 10Y | +66.5% | +359.1% | -292.5% | -19.0% |
| All | +66.5% | +357.6% | -291.0% | -19.0% |
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