+195.5%
USO vs PCAR
+168.1%
+27.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +23.6% | -6.2% | +29.8% | +23.9% |
| 3M | +3.8% | +5.9% | -2.1% | +3.2% |
| 6M | +55.0% | +0.4% | +54.6% | +54.9% |
| YTD | +105.3% | +14.8% | +90.4% | +100.7% |
| 1Y | +91.4% | +30.1% | +61.3% | +83.1% |
| 3Y | +84.6% | +66.7% | +17.9% | +66.1% |
| All | +195.5% | +168.1% | +27.4% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling