+213.1%
USO vs PGR
+159.7%
+53.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +9.1% | -0.6% | +9.7% | +9.2% |
| 30D | +21.7% | +4.9% | +16.7% | +21.1% |
| 3M | +20.2% | +7.6% | +12.6% | +18.9% |
| 6M | +43.4% | +8.3% | +35.1% | +41.7% |
| YTD | +124.0% | +1.7% | +122.2% | +122.5% |
| 1Y | +112.2% | -6.8% | +119.0% | +112.7% |
| 3Y | +97.7% | +73.4% | +24.2% | +77.2% |
| All | +213.1% | +159.7% | +53.3% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling