-73.9%
USO vs PEG
+398.3%
-472.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +9.5% | +0.7% | +8.8% | +9.2% |
| 30D | +23.6% | -2.4% | +26.0% | +24.4% |
| 3M | +3.8% | -4.8% | +8.6% | +5.2% |
| 6M | +55.0% | -10.7% | +65.7% | +59.7% |
| YTD | +105.3% | -6.7% | +111.9% | +108.1% |
| 1Y | +91.4% | -6.8% | +98.2% | +93.8% |
| 3Y | +84.6% | +34.5% | +50.1% | +62.0% |
| 5Y | +191.7% | +35.8% | +156.0% | +151.5% |
| 10Y | +73.3% | +141.7% | -68.4% | +18.2% |
| All | -73.9% | +398.3% | -472.2% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling