+91.4%
USO vs PFG
+51.4%
+40.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | -0.8% |
| 7D | +9.5% | +5.5% | +3.9% | +12.4% |
| 30D | +23.6% | +2.4% | +21.2% | +25.0% |
| 3M | +3.8% | +13.6% | -9.8% | +11.6% |
| 6M | +55.0% | +27.9% | +27.2% | +78.4% |
| YTD | +105.3% | +35.6% | +69.7% | +135.5% |
| 1Y | +91.4% | +48.5% | +42.9% | +122.5% |
| All | +91.4% | +51.4% | +40.0% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling