-72.7%
USO vs PRU
+221.7%
-294.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.7% |
| 7D | -12.1% | +2.4% | -14.5% | -12.7% |
| 30D | +3.1% | +6.1% | -3.0% | +1.6% |
| 3M | +24.9% | -0.7% | +25.6% | +24.6% |
| 6M | +10.8% | +22.1% | -11.3% | +5.5% |
| YTD | +114.6% | +9.8% | +104.8% | +107.9% |
| 1Y | +109.4% | +19.4% | +90.0% | +99.0% |
| 3Y | +98.1% | +50.4% | +47.8% | +77.1% |
| 5Y | +162.4% | +37.2% | +125.3% | +136.9% |
| 10Y | +85.9% | +119.5% | -33.6% | +46.9% |
| All | -72.7% | +221.7% | -294.5% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling