+91.4%
USO vs PEGA
-30.0%
+121.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | +9.5% | +3.3% | +6.2% | +9.8% |
| 30D | +23.6% | +17.7% | +5.8% | +25.8% |
| 3M | +3.8% | +5.8% | -2.0% | +5.9% |
| 6M | +55.0% | -20.3% | +75.3% | +56.5% |
| YTD | +105.3% | -37.1% | +142.4% | +112.8% |
| 1Y | +91.4% | -30.2% | +121.6% | +99.1% |
| All | +91.4% | -30.0% | +121.4% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling