+86.1%
USO vs PTC
+200.2%
-114.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +11.5% | -14.2% | +25.7% | +14.3% |
| 30D | +24.1% | -14.4% | +38.6% | +27.2% |
| 3M | +17.9% | -4.7% | +22.6% | +18.1% |
| 6M | +49.6% | -19.3% | +68.9% | +54.2% |
| YTD | +129.0% | -26.1% | +155.1% | +139.5% |
| 1Y | +112.0% | -37.1% | +149.0% | +128.7% |
| 3Y | +102.3% | -10.4% | +112.7% | +98.7% |
| 5Y | +224.5% | +2.5% | +222.1% | +203.6% |
| All | +86.1% | +200.2% | -114.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling