-71.5%
USO vs PPG
+424.3%
-495.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.1% | -6.2% | +15.4% | +10.8% |
| 30D | +21.7% | -7.9% | +29.6% | +24.0% |
| 3M | +20.2% | -10.2% | +30.5% | +22.2% |
| 6M | +43.4% | +2.7% | +40.7% | +37.6% |
| YTD | +124.0% | +4.9% | +119.1% | +111.8% |
| 1Y | +112.2% | -3.2% | +115.4% | +105.0% |
| 3Y | +97.7% | -17.0% | +114.7% | +95.4% |
| 5Y | +217.4% | -23.3% | +240.7% | +212.0% |
| 10Y | +82.8% | +26.4% | +56.4% | +38.4% |
| All | -71.5% | +424.3% | -495.8% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling