+109.3%
USO vs PEGA
-46.7%
+156.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.5% |
| 7D | -1.4% | -4.6% | +3.1% | -2.0% |
| 30D | -4.6% | -6.8% | +2.2% | -5.3% |
| 3M | +14.7% | +2.6% | +12.2% | +15.7% |
| 6M | +1.2% | -5.4% | +6.6% | +2.5% |
| YTD | +111.2% | -46.0% | +157.2% | +106.7% |
| 1Y | +109.3% | -45.6% | +154.9% | +105.3% |
| All | +109.3% | -46.7% | +156.0% | +105.3% |
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