+102.2%
USO vs PRU
+27.9%
+74.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.6% | -14.6% | -4.5% |
| 7D | -12.7% | +9.8% | -22.5% | -8.0% |
| 30D | +1.0% | +11.6% | -10.6% | +7.2% |
| 3M | +25.6% | +3.7% | +21.9% | +28.5% |
| 6M | -1.5% | +33.0% | -34.5% | +14.7% |
| YTD | +110.3% | +16.6% | +93.7% | +142.8% |
| 1Y | +102.2% | +26.9% | +75.2% | +138.3% |
| All | +102.2% | +27.9% | +74.3% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling