+159.6%
USO vs PCOR
-11.9%
+171.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.9% | +3.0% | -4.9% | -2.0% |
| 30D | -5.2% | +38.7% | -43.9% | -6.3% |
| 3M | +16.4% | +24.9% | -8.4% | +15.6% |
| 6M | +2.5% | +68.8% | -66.3% | +0.2% |
| YTD | +110.5% | +6.7% | +103.8% | +111.0% |
| 1Y | +108.4% | +3.0% | +105.4% | +109.4% |
| 3Y | +99.6% | +48.6% | +51.0% | +94.6% |
| All | +159.6% | -11.9% | +171.5% | +164.7% |
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