+77.0%
USO vs PCG
-76.0%
+153.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +6.9% | +3.0% |
| 7D | +6.2% | +6.5% | -0.2% | +5.8% |
| 30D | +19.1% | -16.7% | +35.8% | +20.3% |
| 3M | +14.2% | -14.2% | +28.4% | +15.0% |
| 6M | +43.7% | -21.5% | +65.2% | +45.5% |
| YTD | +116.8% | -11.2% | +128.0% | +117.3% |
| 1Y | +104.3% | -4.2% | +108.6% | +103.5% |
| 3Y | +91.5% | -14.9% | +106.4% | +91.3% |
| 5Y | +214.1% | +54.2% | +159.8% | +198.5% |
| 10Y | +77.0% | -75.3% | +152.3% | +65.8% |
| All | +77.0% | -76.0% | +153.0% | +65.8% |
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