-74.0%
USO vs PEGA
+1,604.6%
-1,678.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -10.6% | -8.2% | -2.4% | -9.7% |
| 30D | -4.6% | -11.6% | +7.0% | -3.3% |
| 3M | +12.3% | -4.2% | +16.5% | +12.6% |
| 6M | +5.9% | -12.0% | +17.9% | +6.5% |
| YTD | +104.5% | -46.9% | +151.4% | +117.0% |
| 1Y | +97.3% | -47.0% | +144.3% | +109.2% |
| 3Y | +97.0% | +40.9% | +56.2% | +75.8% |
| 5Y | +151.2% | -45.4% | +196.5% | +148.9% |
| 10Y | +76.1% | +95.9% | -19.8% | +39.2% |
| All | -74.0% | +1,604.6% | -1,678.6% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling