+86.5%
USO vs PFG
+71.3%
+15.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.9% |
| 7D | +3.6% | +6.0% | -2.4% | +3.6% |
| 30D | +23.8% | +2.2% | +21.6% | +23.8% |
| 3M | +8.1% | +10.4% | -2.3% | +7.9% |
| 6M | +34.3% | +27.8% | +6.5% | +32.7% |
| YTD | +111.1% | +33.6% | +77.5% | +106.4% |
| 1Y | +99.9% | +49.3% | +50.6% | +91.1% |
| 3Y | +86.5% | +69.7% | +16.8% | +68.9% |
| All | +86.5% | +71.3% | +15.2% | +68.9% |
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