+97.7%
USO vs PNR
-14.5%
+112.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +9.1% | -6.0% | +15.1% | +8.0% |
| 30D | +21.7% | -14.0% | +35.7% | +18.8% |
| 3M | +20.2% | -21.7% | +41.9% | +16.5% |
| 6M | +43.4% | -37.3% | +80.6% | +36.8% |
| YTD | +124.0% | -45.1% | +169.1% | +114.3% |
| 1Y | +112.2% | -49.1% | +161.3% | +104.0% |
| 3Y | +97.7% | -14.8% | +112.5% | +92.2% |
| All | +97.7% | -14.5% | +112.1% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling