-71.5%
USO vs PGR
+1,530.2%
-1,601.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +9.1% | -0.6% | +9.7% | +9.3% |
| 30D | +21.7% | +4.9% | +16.7% | +20.0% |
| 3M | +20.2% | +7.6% | +12.6% | +17.1% |
| 6M | +43.4% | +8.3% | +35.1% | +39.4% |
| YTD | +124.0% | +1.7% | +122.2% | +121.0% |
| 1Y | +112.2% | -6.8% | +119.0% | +113.9% |
| 3Y | +97.7% | +73.4% | +24.2% | +62.9% |
| 5Y | +217.4% | +161.2% | +56.2% | +125.7% |
| 10Y | +82.8% | +819.5% | -736.6% | -14.9% |
| All | -71.5% | +1,530.2% | -1,601.8% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling