+97.0%
USO vs PEGA
+44.0%
+53.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -10.6% | -8.2% | -2.4% | -10.6% |
| 30D | -4.6% | -11.6% | +7.0% | -4.6% |
| 3M | +12.3% | -4.2% | +16.5% | +12.3% |
| 6M | +5.9% | -12.0% | +17.9% | +6.2% |
| YTD | +104.5% | -46.9% | +151.4% | +108.2% |
| 1Y | +97.3% | -47.0% | +144.3% | +100.8% |
| 3Y | +97.0% | +40.9% | +56.2% | +89.3% |
| All | +97.0% | +44.0% | +53.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling