-73.9%
USO vs PFG
+342.5%
-416.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.2% |
| 7D | +9.5% | +5.5% | +3.9% | +8.1% |
| 30D | +23.6% | +2.4% | +21.2% | +22.8% |
| 3M | +3.8% | +13.6% | -9.8% | +0.7% |
| 6M | +55.0% | +27.9% | +27.2% | +45.9% |
| YTD | +105.3% | +35.6% | +69.7% | +90.4% |
| 1Y | +91.4% | +48.5% | +42.9% | +73.7% |
| 3Y | +84.6% | +66.9% | +17.7% | +61.5% |
| 5Y | +191.7% | +111.0% | +80.8% | +139.5% |
| 10Y | +73.3% | +244.5% | -171.2% | +24.3% |
| All | -73.9% | +342.5% | -416.5% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling