+98.1%
USO vs PENG
+184.4%
-86.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | 0.0% |
| 7D | -12.1% | -19.4% | +7.4% | -11.9% |
| 30D | +3.1% | -42.4% | +45.5% | +3.5% |
| 3M | +24.9% | -25.6% | +50.5% | +25.0% |
| 6M | +10.8% | +7.3% | +3.5% | +9.5% |
| YTD | +114.6% | +113.9% | +0.7% | +103.8% |
| 1Y | +109.4% | +93.6% | +15.8% | +100.3% |
| 3Y | +98.1% | +170.2% | -72.1% | +74.7% |
| All | +98.1% | +184.4% | -86.2% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling