+97.0%
USO vs PH
+139.6%
-42.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -10.6% | +2.1% | -12.7% | -10.4% |
| 30D | -4.6% | +0.3% | -4.8% | -4.4% |
| 3M | +12.3% | -8.8% | +21.1% | +12.3% |
| 6M | +5.9% | +10.0% | -4.2% | +6.2% |
| YTD | +104.5% | +10.5% | +94.0% | +102.1% |
| 1Y | +97.3% | +15.5% | +81.8% | +93.3% |
| 3Y | +97.0% | +136.4% | -39.3% | +68.6% |
| All | +97.0% | +139.6% | -42.6% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling