+67.4%
USO vs PENG
+762.7%
-695.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.5% |
| 7D | +9.5% | +4.5% | +4.9% | +9.1% |
| 30D | +23.6% | -7.1% | +30.7% | +23.9% |
| 3M | +3.8% | -27.3% | +31.1% | +4.8% |
| 6M | +55.0% | +169.6% | -114.5% | +41.5% |
| YTD | +105.3% | +164.6% | -59.4% | +87.0% |
| 1Y | +91.4% | +109.5% | -18.1% | +77.0% |
| 3Y | +84.6% | +98.9% | -14.4% | +65.2% |
| 5Y | +191.7% | +116.3% | +75.5% | +152.7% |
| All | +67.4% | +762.7% | -695.3% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling