+159.6%
USO vs PENG
+56.5%
+103.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | -0.3% |
| 7D | -1.9% | +13.2% | -15.1% | -2.1% |
| 30D | -5.2% | -29.9% | +24.7% | -4.8% |
| 3M | +16.4% | -22.2% | +38.7% | +16.7% |
| 6M | +2.5% | -1.9% | +4.4% | +1.8% |
| YTD | +110.5% | +142.1% | -31.6% | +101.4% |
| 1Y | +108.4% | +151.5% | -43.1% | +99.0% |
| 3Y | +99.6% | +206.9% | -107.3% | +86.7% |
| All | +159.6% | +56.5% | +103.1% | +123.5% |
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