+66.8%
USO vs PENG
+644.0%
-577.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -10.6% | -16.1% | +5.5% | -9.9% |
| 30D | -4.6% | -41.5% | +36.9% | -2.2% |
| 3M | +12.3% | -19.1% | +31.4% | +12.6% |
| 6M | +5.9% | +0.9% | +5.0% | +3.3% |
| YTD | +104.5% | +128.2% | -23.7% | +86.2% |
| 1Y | +97.3% | +98.6% | -1.2% | +81.5% |
| 3Y | +97.0% | +188.2% | -91.2% | +71.2% |
| 5Y | +151.2% | +55.5% | +95.6% | +122.1% |
| All | +66.8% | +644.0% | -577.2% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling