+91.4%
USO vs PSLV
+57.1%
+34.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.2% |
| 7D | +9.5% | -0.6% | +10.1% | +9.4% |
| 30D | +23.6% | +7.3% | +16.3% | +24.4% |
| 3M | +3.8% | -7.4% | +11.2% | +3.5% |
| 6M | +55.0% | -20.3% | +75.3% | +54.5% |
| YTD | +105.3% | -8.2% | +113.5% | +104.3% |
| 1Y | +91.4% | +57.9% | +33.4% | +90.3% |
| All | +91.4% | +57.1% | +34.2% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling