+91.4%
USO vs PH
+30.5%
+60.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | +9.5% | -3.1% | +12.5% | +7.7% |
| 30D | +23.6% | -3.2% | +26.8% | +21.5% |
| 3M | +3.8% | +10.6% | -6.8% | +11.6% |
| 6M | +55.0% | -2.1% | +57.2% | +63.4% |
| YTD | +105.3% | +10.2% | +95.1% | +112.3% |
| 1Y | +91.4% | +28.2% | +63.1% | +90.1% |
| All | +91.4% | +30.5% | +60.9% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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