+159.6%
USO vs PSA
+26.3%
+133.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | -5.2% | +15.2% | -20.4% | -5.0% |
| 3M | +16.4% | +2.2% | +14.2% | +16.5% |
| 6M | +2.5% | +11.7% | -9.2% | +2.5% |
| YTD | +110.5% | +32.0% | +78.5% | +108.0% |
| 1Y | +108.4% | +26.3% | +82.1% | +106.7% |
| 3Y | +99.6% | +52.4% | +47.3% | +88.3% |
| All | +159.6% | +26.3% | +133.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling