+97.7%
USO vs PGR
+75.0%
+22.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +9.1% | -0.6% | +9.7% | +9.1% |
| 30D | +21.7% | +4.9% | +16.7% | +21.6% |
| 3M | +20.2% | +7.6% | +12.6% | +19.7% |
| 6M | +43.4% | +8.3% | +35.1% | +42.5% |
| YTD | +124.0% | +1.7% | +122.2% | +122.6% |
| 1Y | +112.2% | -6.8% | +119.0% | +111.2% |
| 3Y | +97.7% | +73.4% | +24.2% | +88.8% |
| All | +97.7% | +75.0% | +22.7% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling