+103.1%
USO vs PTC
+30.6%
+72.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -3.9% |
| 7D | -9.1% | +0.8% | -9.9% | -9.1% |
| 30D | -3.7% | +0.7% | -4.5% | -3.7% |
| 3M | +20.9% | +32.6% | -11.7% | +21.1% |
| 6M | +6.8% | +33.6% | -26.8% | +7.9% |
| YTD | +106.3% | +12.4% | +93.8% | +111.7% |
| 1Y | +100.2% | +11.2% | +89.0% | +105.7% |
| 3Y | +103.1% | +31.7% | +71.4% | +67.3% |
| All | +103.1% | +30.6% | +72.5% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling