+68.2%
USO vs PENG
+661.7%
-593.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +9.3% | -13.1% | -4.4% |
| 7D | -9.1% | -3.8% | -5.3% | -9.1% |
| 30D | -3.7% | -40.1% | +36.4% | -1.5% |
| 3M | +20.9% | -21.8% | +42.7% | +21.4% |
| 6M | +6.8% | +3.3% | +3.5% | +4.0% |
| YTD | +106.3% | +133.6% | -27.4% | +87.6% |
| 1Y | +100.2% | +110.7% | -10.5% | +83.3% |
| 3Y | +103.1% | +204.3% | -101.2% | +75.8% |
| 5Y | +146.1% | +54.4% | +91.7% | +118.0% |
| All | +68.2% | +661.7% | -593.4% | +35.1% |
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