+82.1%
USO vs PTC
-2.9%
+85.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.1% |
| 7D | +9.5% | -10.3% | +19.7% | +9.7% |
| 30D | +23.6% | +1.1% | +22.4% | +23.5% |
| 3M | +3.8% | +1.6% | +2.2% | +4.5% |
| 6M | +55.0% | -13.5% | +68.5% | +57.6% |
| YTD | +105.3% | -19.1% | +124.3% | +109.8% |
| 1Y | +91.4% | -33.9% | +125.2% | +99.9% |
| All | +82.1% | -2.9% | +85.0% | +83.9% |
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