+81.0%
USO vs PCG
-76.4%
+157.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | -6.3% | -0.5% | -5.9% | -6.3% |
| 3M | +10.9% | -24.0% | +34.8% | +12.6% |
| 6M | +2.0% | -18.6% | +20.6% | +3.0% |
| YTD | +104.6% | -17.7% | +122.2% | +105.9% |
| 1Y | +94.5% | -20.0% | +114.5% | +96.2% |
| 3Y | +97.1% | -20.2% | +117.3% | +97.6% |
| 5Y | +151.6% | +8.4% | +143.3% | +145.3% |
| 10Y | +81.0% | -76.4% | +157.4% | +75.2% |
| All | +81.0% | -76.4% | +157.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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