+91.4%
USO vs PHM
+50.2%
+41.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.5% |
| 7D | +6.2% | -3.9% | +10.1% | +5.5% |
| 30D | +19.1% | -8.6% | +27.6% | +17.2% |
| 3M | +14.2% | -2.9% | +17.1% | +14.0% |
| 6M | +43.7% | -5.7% | +49.4% | +44.6% |
| YTD | +116.8% | +1.9% | +115.0% | +118.6% |
| 1Y | +104.3% | -12.3% | +116.7% | +105.0% |
| All | +91.4% | +50.2% | +41.2% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling