+233.0%
USO vs PCOR
-7.7%
+240.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -2.7% | +2.5% | -5.2% | -2.8% |
| 30D | -6.3% | +37.9% | -44.2% | -7.5% |
| 3M | +10.9% | +32.0% | -21.1% | +9.6% |
| 6M | +2.0% | +54.7% | -52.7% | 0.0% |
| YTD | +104.6% | +6.6% | +98.0% | +104.6% |
| 1Y | +94.5% | -1.7% | +96.2% | +95.7% |
| 3Y | +97.1% | +49.0% | +48.1% | +91.3% |
| 5Y | +151.6% | -12.5% | +164.2% | +151.2% |
| All | +233.0% | -7.7% | +240.7% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling