+112.2%
USO vs PFGC
-10.1%
+122.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.4% |
| 7D | +9.1% | -4.8% | +13.9% | +6.9% |
| 30D | +21.7% | -12.5% | +34.2% | +15.0% |
| 3M | +20.2% | -9.7% | +30.0% | +16.0% |
| 6M | +43.4% | +7.0% | +36.3% | +51.5% |
| YTD | +124.0% | +4.5% | +119.5% | +134.1% |
| 1Y | +112.2% | -11.6% | +123.8% | +123.5% |
| All | +112.2% | -10.1% | +122.3% | +123.5% |
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