-73.2%
USO vs PLD
+390.7%
-463.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | -4.6% | -3.7% | -0.8% | -4.1% |
| 3M | +14.7% | -7.9% | +22.7% | +16.2% |
| 6M | +1.2% | -9.2% | +10.4% | +2.5% |
| YTD | +111.2% | +3.1% | +108.2% | +107.9% |
| 1Y | +109.3% | +6.2% | +103.1% | +104.9% |
| 3Y | +103.5% | +35.4% | +68.0% | +87.5% |
| 5Y | +160.9% | +0.1% | +160.8% | +150.6% |
| 10Y | +86.9% | +268.0% | -181.1% | +36.4% |
| All | -73.2% | +390.7% | -463.8% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling