+200.5%
USO vs PCG
+61.3%
+139.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.8% | +2.7% |
| 7D | +3.6% | +5.4% | -1.8% | +3.3% |
| 30D | +23.8% | -15.1% | +38.9% | +24.3% |
| 3M | +8.1% | -9.8% | +17.9% | +8.0% |
| 6M | +34.3% | -18.0% | +52.3% | +34.9% |
| YTD | +111.1% | -7.2% | +118.4% | +109.1% |
| 1Y | +99.9% | +2.9% | +97.1% | +95.8% |
| 3Y | +86.5% | -11.1% | +97.6% | +83.5% |
| 5Y | +200.5% | +61.8% | +138.7% | +168.9% |
| All | +200.5% | +61.3% | +139.3% | +168.9% |
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