+22.6%
USO vs PDD
+210.2%
-187.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +9.5% | -4.1% | +13.5% | +9.6% |
| 30D | +23.6% | -9.6% | +33.2% | +24.0% |
| 3M | +3.8% | -4.3% | +8.1% | +3.9% |
| 6M | +55.0% | -18.8% | +73.8% | +56.0% |
| YTD | +105.3% | -27.5% | +132.8% | +107.5% |
| 1Y | +91.4% | -33.6% | +125.0% | +94.1% |
| 3Y | +84.6% | -20.4% | +105.0% | +83.4% |
| 5Y | +191.7% | -19.6% | +211.3% | +184.8% |
| All | +22.6% | +210.2% | -187.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling