+224.5%
USO vs PSA
+13.0%
+211.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -3.6% | +15.1% | +11.4% |
| 30D | +24.1% | -9.4% | +33.5% | +23.9% |
| 3M | +17.9% | -8.2% | +26.1% | +17.8% |
| 6M | +49.6% | -1.8% | +51.5% | +49.7% |
| YTD | +129.0% | +15.7% | +113.3% | +126.2% |
| 1Y | +112.0% | +6.3% | +105.7% | +110.6% |
| 3Y | +102.3% | +21.6% | +80.7% | +94.6% |
| 5Y | +224.5% | +13.5% | +211.1% | +210.1% |
| All | +224.5% | +13.0% | +211.5% | +210.1% |
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