+99.6%
USO vs PPL
+55.5%
+44.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -2.0% |
| 30D | -5.2% | +2.6% | -7.8% | -4.8% |
| 3M | +16.4% | +0.8% | +15.6% | +16.8% |
| 6M | +2.5% | +1.4% | +1.1% | +3.1% |
| YTD | +110.5% | +4.3% | +106.2% | +113.0% |
| 1Y | +108.4% | +0.8% | +107.7% | +109.8% |
| 3Y | +99.6% | +57.9% | +41.7% | +118.8% |
| All | +99.6% | +55.5% | +44.1% | +118.8% |
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