-73.9%
USO vs PCG
-42.9%
-31.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | +9.5% | -13.9% | +23.3% | +10.6% |
| 30D | +23.6% | -16.9% | +40.4% | +25.2% |
| 3M | +3.8% | -14.7% | +18.6% | +4.8% |
| 6M | +55.0% | -23.8% | +78.9% | +58.0% |
| YTD | +105.3% | -10.5% | +115.8% | +105.8% |
| 1Y | +91.4% | -5.1% | +96.5% | +90.6% |
| 3Y | +84.6% | -11.6% | +96.2% | +83.7% |
| 5Y | +191.7% | +59.0% | +132.7% | +172.1% |
| 10Y | +73.3% | -75.7% | +149.0% | +90.3% |
| All | -73.9% | -42.9% | -31.0% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling