-72.7%
USO vs PPL
+223.7%
-296.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -12.1% | +0.4% | -12.5% | -12.2% |
| 30D | +3.1% | +5.4% | -2.3% | +1.7% |
| 3M | +24.9% | +4.3% | +20.6% | +23.2% |
| 6M | +10.8% | -1.3% | +12.1% | +10.7% |
| YTD | +114.6% | +4.7% | +109.9% | +110.7% |
| 1Y | +109.4% | +1.3% | +108.1% | +107.3% |
| 3Y | +98.1% | +57.2% | +40.9% | +70.8% |
| 5Y | +162.4% | +48.2% | +114.2% | +127.6% |
| 10Y | +85.9% | +62.7% | +23.1% | +52.5% |
| All | -72.7% | +223.7% | -296.4% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling