+200.5%
USO vs PTC
+1.8%
+198.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.4% | +3.2% |
| 7D | +3.6% | -12.8% | +16.4% | +4.5% |
| 30D | +23.8% | -9.8% | +33.6% | +24.6% |
| 3M | +8.1% | -2.1% | +10.1% | +8.3% |
| 6M | +34.3% | -18.1% | +52.4% | +36.7% |
| YTD | +111.1% | -23.5% | +134.7% | +116.5% |
| 1Y | +99.9% | -37.4% | +137.3% | +109.8% |
| 3Y | +86.5% | -7.2% | +93.7% | +83.7% |
| 5Y | +200.5% | +2.7% | +197.9% | +198.0% |
| All | +200.5% | +1.8% | +198.7% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling