+73.5%
USO vs PCAR
+326.7%
-253.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.7% | -7.6% | -4.7% |
| 7D | -9.1% | +2.9% | -12.0% | -9.8% |
| 30D | -3.7% | -2.1% | -1.6% | -3.4% |
| 3M | +20.9% | -20.4% | +41.3% | +27.4% |
| 6M | +6.8% | -7.0% | +13.8% | +7.3% |
| YTD | +106.3% | -2.6% | +108.9% | +101.8% |
| 1Y | +100.2% | +9.8% | +90.4% | +88.2% |
| 3Y | +103.1% | +37.3% | +65.8% | +70.7% |
| 5Y | +146.1% | +116.4% | +29.7% | +68.1% |
| 10Y | +73.5% | +293.0% | -219.5% | -3.4% |
| All | +73.5% | +326.7% | -253.2% | -3.4% |
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