+82.0%
USO vs PFGC
+292.9%
-210.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +9.1% | -4.8% | +13.9% | +9.8% |
| 30D | +21.7% | -12.5% | +34.2% | +23.9% |
| 3M | +20.2% | -9.7% | +30.0% | +21.7% |
| 6M | +43.4% | +7.0% | +36.3% | +40.8% |
| YTD | +124.0% | +4.5% | +119.5% | +119.9% |
| 1Y | +112.2% | -11.6% | +123.8% | +113.8% |
| 3Y | +97.7% | +58.5% | +39.2% | +79.5% |
| 5Y | +217.4% | +112.6% | +104.8% | +166.9% |
| All | +82.0% | +292.9% | -210.9% | +35.9% |
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