+76.2%
USO vs PTC
+200.6%
-124.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +3.3% |
| 7D | +6.2% | -13.6% | +19.8% | +8.8% |
| 30D | +19.1% | -14.7% | +33.8% | +22.1% |
| 3M | +14.2% | -5.9% | +20.1% | +14.7% |
| 6M | +43.7% | -21.1% | +64.9% | +48.8% |
| YTD | +116.8% | -26.0% | +142.9% | +126.8% |
| 1Y | +104.3% | -36.8% | +141.2% | +120.3% |
| 3Y | +91.5% | -10.3% | +101.8% | +88.1% |
| 5Y | +214.1% | +1.2% | +212.9% | +194.7% |
| All | +76.2% | +200.6% | -124.4% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling