-73.2%
USO vs PH
+2,463.7%
-2,536.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | +4.3% | -6.3% | -3.4% |
| 30D | -5.2% | +0.1% | -5.3% | -5.6% |
| 3M | +16.4% | -9.4% | +25.8% | +19.4% |
| 6M | +2.5% | +8.8% | -6.3% | -1.9% |
| YTD | +110.5% | +9.6% | +100.9% | +97.3% |
| 1Y | +108.4% | +14.4% | +94.0% | +92.1% |
| 3Y | +99.6% | +134.5% | -34.9% | +36.4% |
| 5Y | +160.1% | +204.4% | -44.4% | +56.1% |
| 10Y | +86.3% | +697.3% | -611.0% | -28.3% |
| All | -73.2% | +2,463.7% | -2,536.9% | -94.1% |
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 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