-73.2%
USO vs PHM
+253.7%
-326.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.3% |
| 7D | +3.6% | -2.5% | +6.1% | +3.8% |
| 30D | +23.8% | -9.7% | +33.4% | +25.0% |
| 3M | +8.1% | +2.2% | +5.8% | +7.2% |
| 6M | +34.3% | -5.7% | +39.9% | +33.8% |
| YTD | +111.1% | +2.8% | +108.3% | +107.8% |
| 1Y | +99.9% | -14.4% | +114.4% | +101.0% |
| 3Y | +86.5% | +52.2% | +34.3% | +70.6% |
| 5Y | +200.5% | +154.3% | +46.3% | +151.3% |
| 10Y | +66.5% | +545.9% | -479.3% | +18.9% |
| All | -73.2% | +253.7% | -326.9% | -83.2% |
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