-73.9%
USO vs PLD
+420.1%
-494.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +9.5% | -2.4% | +11.8% | +9.9% |
| 30D | +23.6% | -2.4% | +26.0% | +24.1% |
| 3M | +3.8% | -3.8% | +7.6% | +4.4% |
| 6M | +55.0% | 0.0% | +55.0% | +53.9% |
| YTD | +105.3% | +9.2% | +96.0% | +100.4% |
| 1Y | +91.4% | +25.9% | +65.5% | +81.7% |
| 3Y | +84.6% | +21.3% | +63.3% | +73.8% |
| 5Y | +191.7% | +14.1% | +177.6% | +173.7% |
| 10Y | +73.3% | +237.9% | -164.6% | +28.8% |
| All | -73.9% | +420.1% | -494.0% | -86.5% |
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