-73.9%
USO vs PEGA
+1,917.9%
-1,991.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +9.5% | +3.3% | +6.2% | +9.0% |
| 30D | +23.6% | +17.7% | +5.8% | +21.1% |
| 3M | +3.8% | +5.8% | -2.0% | +2.5% |
| 6M | +55.0% | -20.3% | +75.3% | +57.7% |
| YTD | +105.3% | -37.1% | +142.4% | +113.9% |
| 1Y | +91.4% | -30.2% | +121.6% | +96.1% |
| 3Y | +84.6% | +48.1% | +36.4% | +64.2% |
| 5Y | +191.7% | -46.8% | +238.5% | +193.3% |
| 10Y | +73.3% | +191.3% | -118.0% | +29.7% |
| All | -73.9% | +1,917.9% | -1,991.8% | -85.9% |
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