+205.8%
USO vs PH
+253.8%
-48.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +23.8% | -10.8% | +34.6% | +25.1% |
| 3M | +8.1% | +8.5% | -0.4% | +6.7% |
| 6M | +34.3% | +3.9% | +30.3% | +32.7% |
| YTD | +111.1% | +9.4% | +101.7% | +105.5% |
| 1Y | +99.9% | +26.8% | +73.1% | +87.9% |
| 3Y | +86.5% | +140.8% | -54.3% | +47.8% |
| All | +205.8% | +253.8% | -48.0% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling