+159.6%
USO vs PCAR
+114.3%
+45.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.9% | +4.9% | -6.8% | -2.0% |
| 30D | -5.2% | -1.4% | -3.8% | -5.1% |
| 3M | +16.4% | -18.1% | +34.6% | +17.1% |
| 6M | +2.5% | -4.0% | +6.5% | +2.0% |
| YTD | +110.5% | -1.5% | +112.0% | +107.1% |
| 1Y | +108.4% | +13.2% | +95.2% | +100.7% |
| 3Y | +99.6% | +35.8% | +63.8% | +83.6% |
| All | +159.6% | +114.3% | +45.4% | +111.0% |
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 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