-74.0%
USO vs PCAR
+920.7%
-994.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | -6.3% | +0.3% | -6.7% | -6.7% |
| 3M | +10.9% | -17.9% | +28.8% | +16.8% |
| 6M | +2.0% | -3.4% | +5.4% | +1.7% |
| YTD | +104.6% | -0.1% | +104.7% | +99.4% |
| 1Y | +94.5% | +13.4% | +81.1% | +82.0% |
| 3Y | +97.1% | +37.2% | +59.9% | +69.2% |
| 5Y | +151.6% | +117.3% | +34.3% | +82.2% |
| 10Y | +81.0% | +295.0% | -214.0% | +5.8% |
| All | -74.0% | +920.7% | -994.7% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling