+94.5%
USO vs PCG
-20.1%
+114.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.2% |
| 7D | -2.7% | -2.2% | -0.5% | -3.1% |
| 30D | -6.3% | -0.5% | -5.9% | -6.3% |
| 3M | +10.9% | -24.0% | +34.8% | +6.8% |
| 6M | +2.0% | -18.6% | +20.6% | -0.7% |
| YTD | +104.6% | -17.7% | +122.2% | +86.9% |
| 1Y | +94.5% | -20.0% | +114.5% | +78.8% |
| All | +94.5% | -20.1% | +114.6% | +78.8% |
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 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