-73.2%
USO vs PNC
+549.6%
-622.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +3.6% | +2.3% | +1.3% | +3.1% |
| 30D | +23.8% | -3.8% | +27.6% | +24.7% |
| 3M | +8.1% | +7.8% | +0.3% | +6.0% |
| 6M | +34.3% | +19.7% | +14.6% | +28.3% |
| YTD | +111.1% | +19.1% | +92.0% | +101.4% |
| 1Y | +99.9% | +23.1% | +76.8% | +89.1% |
| 3Y | +86.5% | +132.1% | -45.6% | +50.6% |
| 5Y | +200.5% | +52.2% | +148.3% | +162.8% |
| 10Y | +66.5% | +271.4% | -204.9% | +17.7% |
| All | -73.2% | +549.6% | -622.7% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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