-72.7%
USO vs PCG
-48.0%
-24.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -12.1% | -1.6% | -10.5% | -12.0% |
| 30D | +3.1% | +1.4% | +1.7% | +2.9% |
| 3M | +24.9% | -23.4% | +48.2% | +27.3% |
| 6M | +10.8% | -19.4% | +30.2% | +12.3% |
| YTD | +114.6% | -18.5% | +133.1% | +116.7% |
| 1Y | +109.4% | -19.5% | +128.9% | +111.7% |
| 3Y | +98.1% | -21.0% | +119.1% | +99.1% |
| 5Y | +162.4% | +13.7% | +148.7% | +152.7% |
| 10Y | +85.9% | -77.2% | +163.0% | +104.0% |
| All | -72.7% | -48.0% | -24.7% | -76.9% |
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 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