+224.5%
USO vs PHM
+149.8%
+74.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +5.4% |
| 7D | +11.5% | -6.4% | +17.8% | +10.9% |
| 30D | +24.1% | -12.1% | +36.2% | +23.0% |
| 3M | +17.9% | -1.5% | +19.5% | +17.7% |
| 6M | +49.6% | -6.0% | +55.6% | +49.7% |
| YTD | +129.0% | -0.3% | +129.3% | +128.6% |
| 1Y | +112.0% | -13.3% | +125.3% | +112.2% |
| 3Y | +102.3% | +47.6% | +54.7% | +96.0% |
| 5Y | +224.5% | +154.7% | +69.8% | +192.3% |
| All | +224.5% | +149.8% | +74.7% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling