+98.1%
USO vs PDD
-23.2%
+121.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -12.1% | +5.6% | -17.7% | -12.0% |
| 30D | +3.1% | +5.8% | -2.6% | +3.2% |
| 3M | +24.9% | -8.6% | +33.5% | +24.9% |
| 6M | +10.8% | -18.8% | +29.6% | +11.1% |
| YTD | +114.6% | -26.8% | +141.4% | +115.9% |
| 1Y | +109.4% | -39.3% | +148.7% | +112.2% |
| 3Y | +98.1% | -22.5% | +120.6% | +91.0% |
| All | +98.1% | -23.2% | +121.3% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling