+82.6%
USO vs PLD
+236.3%
-153.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | -12.1% | -0.8% | -11.3% | -12.0% |
| 30D | +3.1% | -0.3% | +3.4% | +3.1% |
| 3M | +24.9% | -8.0% | +32.9% | +26.1% |
| 6M | +10.8% | -9.8% | +20.6% | +12.0% |
| YTD | +114.6% | +1.8% | +112.8% | +111.6% |
| 1Y | +109.4% | +5.6% | +103.8% | +105.1% |
| 3Y | +98.1% | +33.3% | +64.9% | +82.5% |
| 5Y | +162.4% | +0.3% | +162.2% | +152.2% |
| All | +82.6% | +236.3% | -153.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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