+43.7%
USO vs PPG
+3.4%
+40.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | -0.1% |
| 7D | +6.2% | -3.7% | +10.0% | +1.7% |
| 30D | +19.1% | -7.2% | +26.3% | +9.3% |
| 3M | +14.2% | -7.3% | +21.6% | +8.0% |
| 6M | +43.7% | +0.3% | +43.5% | +57.1% |
| All | +43.7% | +3.4% | +40.3% | +57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling