+26.1%
USO vs PDD
+200.9%
-174.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.0% |
| 7D | +3.6% | -4.1% | +7.7% | +3.7% |
| 30D | +23.8% | -13.1% | +36.9% | +24.4% |
| 3M | +8.1% | -3.5% | +11.5% | +8.1% |
| 6M | +34.3% | -21.8% | +56.0% | +35.3% |
| YTD | +111.1% | -29.7% | +140.8% | +113.7% |
| 1Y | +99.9% | -36.2% | +136.1% | +103.1% |
| 3Y | +86.5% | -16.4% | +102.9% | +84.9% |
| 5Y | +200.5% | -23.8% | +224.4% | +194.1% |
| All | +26.1% | +200.9% | -174.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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