+99.6%
USO vs PFG
+82.7%
+17.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.9% | +2.4% | -4.3% | -1.8% |
| 30D | -5.2% | +5.9% | -11.1% | -5.2% |
| 3M | +16.4% | -0.4% | +16.9% | +16.5% |
| 6M | +2.5% | +14.8% | -12.4% | +2.1% |
| YTD | +110.5% | +31.9% | +78.6% | +105.7% |
| 1Y | +108.4% | +38.8% | +69.6% | +101.5% |
| 3Y | +99.6% | +82.4% | +17.3% | +62.7% |
| All | +99.6% | +82.7% | +17.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling