+82.0%
USO vs PEG
+148.0%
-66.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -0.9% | +10.0% | +9.4% |
| 30D | +21.7% | -3.7% | +25.4% | +22.8% |
| 3M | +20.2% | -7.3% | +27.5% | +22.4% |
| 6M | +43.4% | -10.5% | +53.8% | +46.8% |
| YTD | +124.0% | -7.5% | +131.5% | +126.8% |
| 1Y | +112.2% | -8.7% | +120.9% | +115.4% |
| 3Y | +97.7% | +31.4% | +66.3% | +76.4% |
| 5Y | +217.4% | +37.8% | +179.6% | +174.3% |
| All | +82.0% | +148.0% | -66.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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