-73.9%
USO vs PH
+2,476.8%
-2,550.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.5% | -3.1% | +12.5% | +10.5% |
| 30D | +23.6% | -3.2% | +26.8% | +24.6% |
| 3M | +3.8% | +10.6% | -6.8% | -0.5% |
| 6M | +55.0% | -2.1% | +57.2% | +52.7% |
| YTD | +105.3% | +10.2% | +95.1% | +93.2% |
| 1Y | +91.4% | +28.2% | +63.1% | +69.8% |
| 3Y | +84.6% | +134.9% | -50.3% | +26.0% |
| 5Y | +191.7% | +253.6% | -61.9% | +65.5% |
| 10Y | +73.3% | +804.7% | -731.4% | -36.3% |
| All | -73.9% | +2,476.8% | -2,550.7% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling