-73.2%
USO vs PHM
+275.0%
-348.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.9% | -4.1% | +2.2% | -1.5% |
| 30D | -5.2% | +16.1% | -21.3% | -7.0% |
| 3M | +16.4% | -2.5% | +18.9% | +16.3% |
| 6M | +2.5% | +12.9% | -10.4% | +0.1% |
| YTD | +110.5% | +9.0% | +101.5% | +105.2% |
| 1Y | +108.4% | +8.2% | +100.2% | +103.2% |
| 3Y | +99.6% | +58.4% | +41.2% | +81.7% |
| 5Y | +160.1% | +159.2% | +0.9% | +116.8% |
| 10Y | +86.3% | +676.9% | -590.6% | +29.6% |
| All | -73.2% | +275.0% | -348.2% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling