+82.0%
USO vs PSLV
+190.6%
-108.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +9.1% | -3.5% | +12.6% | +9.6% |
| 30D | +21.7% | -2.1% | +23.8% | +21.8% |
| 3M | +20.2% | -1.6% | +21.9% | +20.0% |
| 6M | +43.4% | -25.5% | +68.9% | +48.1% |
| YTD | +124.0% | -11.4% | +135.4% | +114.1% |
| 1Y | +112.2% | +48.6% | +63.6% | +74.4% |
| 3Y | +97.7% | +166.9% | -69.2% | +35.5% |
| 5Y | +217.4% | +152.4% | +65.0% | +118.4% |
| All | +82.0% | +190.6% | -108.6% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling