+84.4%
USO vs PFGC
+351.0%
-266.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.9% | +3.4% | -5.3% | -2.4% |
| 30D | -5.2% | +16.9% | -22.1% | -7.5% |
| 3M | +16.4% | +6.4% | +10.0% | +15.0% |
| 6M | +2.5% | +16.0% | -13.5% | -0.3% |
| YTD | +110.5% | +23.6% | +86.9% | +101.2% |
| 1Y | +108.4% | +16.6% | +91.8% | +101.0% |
| 3Y | +99.6% | +82.3% | +17.4% | +77.4% |
| 5Y | +160.1% | +138.7% | +21.3% | +115.0% |
| All | +84.4% | +351.0% | -266.6% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling