+224.5%
USO vs PEG
+35.4%
+189.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +11.5% | -0.9% | +12.4% | +11.6% |
| 30D | +24.1% | -2.8% | +26.9% | +24.4% |
| 3M | +17.9% | -6.9% | +24.9% | +18.7% |
| 6M | +49.6% | -11.4% | +61.0% | +51.3% |
| YTD | +129.0% | -7.4% | +136.4% | +129.7% |
| 1Y | +112.0% | -8.3% | +120.3% | +112.8% |
| 3Y | +102.3% | +31.5% | +70.7% | +90.2% |
| 5Y | +224.5% | +38.0% | +186.6% | +199.8% |
| All | +224.5% | +35.4% | +189.1% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling