+86.1%
USO vs PFG
+247.4%
-161.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +11.5% | -3.0% | +14.5% | +12.4% |
| 30D | +24.1% | +2.5% | +21.6% | +23.1% |
| 3M | +17.9% | +6.1% | +11.9% | +15.5% |
| 6M | +49.6% | +31.3% | +18.3% | +36.6% |
| YTD | +129.0% | +33.6% | +95.5% | +107.2% |
| 1Y | +112.0% | +48.5% | +63.5% | +84.9% |
| 3Y | +102.3% | +69.6% | +32.7% | +65.7% |
| 5Y | +224.5% | +111.5% | +113.1% | +140.6% |
| All | +86.1% | +247.4% | -161.4% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling