-74.0%
USO vs PH
+2,483.7%
-2,557.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -10.6% | +2.1% | -12.7% | -11.2% |
| 30D | -4.6% | +0.3% | -4.8% | -5.0% |
| 3M | +12.3% | -8.8% | +21.1% | +15.0% |
| 6M | +5.9% | +10.0% | -4.2% | +0.9% |
| YTD | +104.5% | +10.5% | +94.0% | +91.2% |
| 1Y | +97.3% | +15.5% | +81.8% | +81.3% |
| 3Y | +97.0% | +136.4% | -39.3% | +34.3% |
| 5Y | +151.2% | +213.6% | -62.4% | +49.1% |
| 10Y | +76.1% | +713.9% | -637.8% | -32.8% |
| All | -74.0% | +2,483.7% | -2,557.7% | -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