+160.0%
USO vs PCAR
+101.4%
+58.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | -12.1% | +0.1% | -12.2% | -12.1% |
| 30D | +3.1% | -4.6% | +7.7% | +3.2% |
| 3M | +24.9% | -22.6% | +47.4% | +25.7% |
| 6M | +10.8% | -12.0% | +22.8% | +10.7% |
| YTD | +114.6% | -6.1% | +120.7% | +111.2% |
| 1Y | +109.4% | +6.3% | +103.1% | +102.2% |
| 3Y | +98.1% | +31.8% | +66.3% | +82.1% |
| All | +160.0% | +101.4% | +58.6% | +111.2% |
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