+102.2%
USO vs PFGC
+12.5%
+89.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +13.5% | -21.6% | -1.1% |
| 7D | -12.7% | +13.9% | -26.6% | -5.8% |
| 30D | +1.0% | +18.4% | -17.4% | +11.1% |
| 3M | +25.6% | -2.5% | +28.1% | +26.4% |
| 6M | -1.5% | +26.0% | -27.5% | +14.1% |
| YTD | +110.3% | +21.9% | +88.4% | +142.1% |
| 1Y | +102.2% | +13.4% | +88.8% | +131.7% |
| All | +102.2% | +12.5% | +89.7% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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