+82.0%
USO vs PHM
+568.1%
-486.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | +9.1% | -5.0% | +14.1% | +9.4% |
| 30D | +21.7% | -8.4% | +30.1% | +22.3% |
| 3M | +20.2% | -4.4% | +24.7% | +20.2% |
| 6M | +43.4% | -3.7% | +47.1% | +42.7% |
| YTD | +124.0% | +1.3% | +122.7% | +121.2% |
| 1Y | +112.2% | -14.0% | +126.2% | +113.3% |
| 3Y | +97.7% | +48.1% | +49.5% | +81.1% |
| 5Y | +217.4% | +158.8% | +58.6% | +160.6% |
| All | +82.0% | +568.1% | -486.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling