+75.0%
USO vs PENG
+597.2%
-522.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -0.6% |
| 7D | -12.1% | -19.4% | +7.4% | -11.2% |
| 30D | +3.1% | -42.4% | +45.5% | +5.8% |
| 3M | +24.9% | -25.6% | +50.5% | +25.7% |
| 6M | +10.8% | +7.3% | +3.5% | +7.5% |
| YTD | +114.6% | +113.9% | +0.7% | +96.2% |
| 1Y | +109.4% | +93.6% | +15.8% | +92.7% |
| 3Y | +98.1% | +170.2% | -72.1% | +72.8% |
| 5Y | +162.4% | +44.2% | +118.2% | +133.2% |
| All | +75.0% | +597.2% | -522.2% | +41.3% |
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 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