+213.1%
USO vs PPG
-24.1%
+237.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.1% |
| 7D | +9.1% | -6.2% | +15.4% | +7.8% |
| 30D | +21.7% | -7.9% | +29.6% | +19.8% |
| 3M | +20.2% | -10.2% | +30.5% | +18.5% |
| 6M | +43.4% | +2.7% | +40.7% | +44.5% |
| YTD | +124.0% | +4.9% | +119.1% | +124.9% |
| 1Y | +112.2% | -3.2% | +115.4% | +113.5% |
| 3Y | +97.7% | -17.0% | +114.7% | +97.6% |
| All | +213.1% | -24.1% | +237.1% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling