+195.5%
USO vs PENG
+115.2%
+80.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.2% |
| 7D | +9.5% | +4.5% | +4.9% | +9.3% |
| 30D | +23.6% | -7.1% | +30.7% | +23.7% |
| 3M | +3.8% | -27.3% | +31.1% | +4.3% |
| 6M | +55.0% | +169.6% | -114.5% | +48.6% |
| YTD | +105.3% | +164.6% | -59.4% | +96.4% |
| 1Y | +91.4% | +109.5% | -18.1% | +85.0% |
| 3Y | +84.6% | +98.9% | -14.4% | +75.4% |
| All | +195.5% | +115.2% | +80.3% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling