+102.2%
USO vs PENG
+120.5%
-18.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.1% | +1.0% | -8.5% |
| 7D | -12.7% | -20.5% | +7.8% | -13.9% |
| 30D | +1.0% | -20.4% | +21.3% | -0.1% |
| 3M | +25.6% | -16.4% | +42.0% | +25.4% |
| 6M | -1.5% | +49.2% | -50.7% | +11.4% |
| YTD | +110.3% | +147.2% | -36.9% | +151.6% |
| 1Y | +102.2% | +124.7% | -22.5% | +142.6% |
| All | +102.2% | +120.5% | -18.3% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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