-70.3%
USO vs PSKY
-56.1%
-14.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.6% | +3.2% |
| 7D | +9.1% | -24.6% | +33.7% | +11.2% |
| 30D | +3.3% | -36.1% | +39.4% | +6.6% |
| 3M | +131.8% | -54.8% | +186.6% | +138.3% |
| 6M | +131.8% | -54.8% | +186.6% | +138.3% |
| YTD | +131.8% | -54.8% | +186.6% | +138.3% |
| 1Y | +138.5% | -58.4% | +196.9% | +148.4% |
| 3Y | +106.4% | -40.7% | +147.0% | +89.3% |
| 5Y | +183.0% | -80.0% | +263.1% | +204.5% |
| 10Y | +76.7% | -84.4% | +161.2% | +77.1% |
| All | -70.3% | -56.1% | -14.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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