+99.0%
USO vs PCG
+2.9%
+96.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.8% | +3.3% |
| 7D | +3.6% | +5.4% | -1.8% | +4.2% |
| 30D | +23.8% | -15.1% | +38.9% | +20.6% |
| 3M | +8.1% | -9.8% | +17.9% | +6.3% |
| 6M | +34.3% | -18.0% | +52.3% | +30.0% |
| YTD | +111.1% | -7.2% | +118.4% | +99.9% |
| All | +99.0% | +2.9% | +96.1% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling