+112.0%
USO vs PFG
+49.2%
+62.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +6.0% |
| 7D | +11.5% | -3.0% | +14.5% | +9.8% |
| 30D | +24.1% | +2.5% | +21.6% | +25.7% |
| 3M | +17.9% | +6.1% | +11.9% | +22.5% |
| 6M | +49.6% | +31.3% | +18.3% | +72.5% |
| YTD | +129.0% | +33.6% | +95.5% | +162.3% |
| 1Y | +112.0% | +48.5% | +63.5% | +149.3% |
| All | +112.0% | +49.2% | +62.8% | +149.3% |
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