+84.4%
USO vs PEGA
+97.3%
-12.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -5.2% | -4.1% | -1.1% | -4.9% |
| 3M | +16.4% | -2.8% | +19.3% | +16.5% |
| 6M | +2.5% | -0.4% | +2.9% | +2.0% |
| YTD | +110.5% | -45.4% | +155.9% | +120.3% |
| 1Y | +108.4% | -42.6% | +151.0% | +116.8% |
| 3Y | +99.6% | +45.4% | +54.2% | +79.5% |
| 5Y | +160.1% | -44.6% | +204.7% | +170.5% |
| All | +84.4% | +97.3% | -12.9% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling