-73.9%
USO vs PRU
+229.2%
-303.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.5% | +1.9% | +7.6% | +9.0% |
| 30D | +23.6% | +2.7% | +20.9% | +22.8% |
| 3M | +3.8% | +19.5% | -15.6% | -0.3% |
| 6M | +55.0% | +26.6% | +28.4% | +46.4% |
| YTD | +105.3% | +12.3% | +92.9% | +98.5% |
| 1Y | +91.4% | +18.0% | +73.3% | +82.9% |
| 3Y | +84.6% | +47.0% | +37.5% | +66.1% |
| 5Y | +191.7% | +48.4% | +143.3% | +159.7% |
| 10Y | +73.3% | +142.4% | -69.2% | +34.7% |
| All | -73.9% | +229.2% | -303.1% | -83.8% |
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