-72.4%
USO vs PNR
+212.0%
-284.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.3% |
| 7D | +6.2% | -3.9% | +10.1% | +7.5% |
| 30D | +19.1% | -13.8% | +32.9% | +24.3% |
| 3M | +14.2% | -22.5% | +36.8% | +21.6% |
| 6M | +43.7% | -37.2% | +80.9% | +61.4% |
| YTD | +116.8% | -44.2% | +161.1% | +151.5% |
| 1Y | +104.3% | -46.6% | +151.0% | +140.1% |
| 3Y | +91.5% | -12.5% | +104.0% | +82.3% |
| 5Y | +214.1% | -19.3% | +233.4% | +199.4% |
| 10Y | +77.0% | +67.5% | +9.5% | +19.0% |
| All | -72.4% | +212.0% | -284.5% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling