-73.9%
USO vs PPL
+214.8%
-288.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +2.7% | +6.8% | +8.7% |
| 30D | +23.6% | +0.5% | +23.1% | +23.3% |
| 3M | +3.8% | +0.7% | +3.2% | +3.4% |
| 6M | +55.0% | -7.6% | +62.6% | +57.8% |
| YTD | +105.3% | +1.8% | +103.4% | +103.2% |
| 1Y | +91.4% | -0.8% | +92.1% | +90.6% |
| 3Y | +84.6% | +56.9% | +27.7% | +59.0% |
| 5Y | +191.7% | +39.5% | +152.2% | +157.7% |
| 10Y | +73.3% | +55.4% | +17.9% | +44.1% |
| All | -73.9% | +214.8% | -288.7% | -82.4% |
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