+195.5%
USO vs PPL
+39.5%
+156.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +2.7% | +6.8% | +9.4% |
| 30D | +23.6% | +0.5% | +23.1% | +23.5% |
| 3M | +3.8% | +0.7% | +3.2% | +3.7% |
| 6M | +55.0% | -7.6% | +62.6% | +55.5% |
| YTD | +105.3% | +1.8% | +103.4% | +105.0% |
| 1Y | +91.4% | -0.8% | +92.1% | +91.3% |
| 3Y | +84.6% | +56.9% | +27.7% | +74.2% |
| All | +195.5% | +39.5% | +156.0% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling