+160.0%
USO vs PCG
+13.7%
+146.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | -12.1% | -1.6% | -10.5% | -12.1% |
| 30D | +3.1% | +1.4% | +1.7% | +3.1% |
| 3M | +24.9% | -23.4% | +48.2% | +25.7% |
| 6M | +10.8% | -19.4% | +30.2% | +11.0% |
| YTD | +114.6% | -18.5% | +133.1% | +113.4% |
| 1Y | +109.4% | -19.5% | +128.9% | +108.4% |
| 3Y | +98.1% | -21.0% | +119.1% | +95.3% |
| All | +160.0% | +13.7% | +146.2% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling