+195.5%
USO vs PCOR
-43.0%
+238.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.1% |
| 7D | +9.5% | -9.0% | +18.4% | +9.9% |
| 30D | +23.6% | +4.2% | +19.4% | +23.3% |
| 3M | +3.8% | +14.4% | -10.6% | +3.1% |
| 6M | +55.0% | +0.2% | +54.9% | +54.9% |
| YTD | +105.3% | -20.3% | +125.5% | +107.8% |
| 1Y | +91.4% | -16.1% | +107.5% | +92.8% |
| 3Y | +84.6% | -14.7% | +99.3% | +83.7% |
| All | +195.5% | -43.0% | +238.5% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling