+102.2%
USO vs PNR
-31.2%
+133.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -6.5% |
| 7D | -12.7% | +11.9% | -24.6% | -7.7% |
| 30D | +1.0% | +37.1% | -36.2% | +17.4% |
| 3M | +25.6% | +5.7% | +19.9% | +28.0% |
| 6M | -1.5% | -5.7% | +4.2% | -2.9% |
| YTD | +110.3% | -29.8% | +140.1% | +88.9% |
| 1Y | +102.2% | -31.8% | +133.9% | +79.2% |
| All | +102.2% | -31.2% | +133.3% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling