+100.3%
USO vs PENG
+227.7%
-127.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +3.2% |
| 7D | -1.4% | +34.6% | -36.0% | -1.7% |
| 30D | -4.6% | -35.9% | +31.3% | -4.3% |
| 3M | +14.7% | -14.7% | +29.4% | +14.8% |
| 6M | +1.2% | +13.5% | -12.3% | +0.3% |
| YTD | +111.2% | +156.1% | -44.9% | +100.4% |
| 1Y | +109.3% | +141.3% | -32.0% | +99.5% |
| All | +100.3% | +227.7% | -127.3% | +79.3% |
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