+73.5%
USO vs PLD
+248.8%
-175.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.7% | -4.3% |
| 7D | -9.1% | +0.7% | -9.8% | -9.2% |
| 30D | -3.7% | +0.8% | -4.6% | -3.9% |
| 3M | +20.9% | -6.1% | +27.0% | +21.8% |
| 6M | +6.8% | -8.0% | +14.8% | +7.7% |
| YTD | +106.3% | +4.7% | +101.6% | +102.6% |
| 1Y | +100.2% | +7.2% | +93.0% | +95.8% |
| 3Y | +103.1% | +39.2% | +63.9% | +85.5% |
| 5Y | +146.1% | +1.9% | +144.2% | +136.2% |
| 10Y | +73.5% | +256.8% | -183.3% | +23.2% |
| All | +73.5% | +248.8% | -175.3% | +23.2% |
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