+200.5%
USO vs PEGA
-47.9%
+248.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.0% | +2.9% |
| 7D | +3.6% | -2.4% | +6.0% | +3.6% |
| 30D | +23.8% | +9.6% | +14.1% | +23.6% |
| 3M | +8.1% | +2.3% | +5.7% | +8.2% |
| 6M | +34.3% | -23.9% | +58.1% | +35.4% |
| YTD | +111.1% | -39.8% | +150.9% | +114.7% |
| 1Y | +99.9% | -37.4% | +137.3% | +102.8% |
| 3Y | +86.5% | +53.1% | +33.4% | +80.7% |
| 5Y | +200.5% | -47.2% | +247.8% | +225.8% |
| All | +200.5% | -47.9% | +248.5% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling