+82.6%
USO vs PPL
+57.3%
+25.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +2.7% | +6.8% | +9.9% |
| 30D | +23.6% | +0.5% | +23.1% | +23.7% |
| 3M | +3.8% | +0.7% | +3.2% | +4.0% |
| 6M | +55.0% | -7.6% | +62.6% | +53.8% |
| YTD | +105.3% | +1.8% | +103.4% | +106.4% |
| 1Y | +91.4% | -0.8% | +92.1% | +91.9% |
| All | +82.6% | +57.3% | +25.3% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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