+84.4%
USO vs PH
+700.2%
-615.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | +4.3% | -6.3% | -3.1% |
| 30D | -5.2% | +0.1% | -5.3% | -5.5% |
| 3M | +16.4% | -9.4% | +25.8% | +19.0% |
| 6M | +2.5% | +8.8% | -6.3% | -1.2% |
| YTD | +110.5% | +9.6% | +100.9% | +99.0% |
| 1Y | +108.4% | +14.4% | +94.0% | +94.1% |
| 3Y | +99.6% | +134.5% | -34.9% | +40.4% |
| 5Y | +160.1% | +204.4% | -44.4% | +61.6% |
| All | +84.4% | +700.2% | -615.9% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling