-73.8%
USO vs PTC
+1,095.1%
-1,168.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | -9.1% | +0.8% | -9.9% | -9.2% |
| 30D | -3.7% | +0.7% | -4.5% | -3.9% |
| 3M | +20.9% | +32.6% | -11.7% | +11.9% |
| 6M | +6.8% | +33.6% | -26.8% | -2.0% |
| YTD | +106.3% | +12.4% | +93.8% | +95.7% |
| 1Y | +100.2% | +11.2% | +89.0% | +90.3% |
| 3Y | +103.1% | +31.7% | +71.4% | +81.5% |
| 5Y | +146.1% | +60.1% | +86.0% | +104.2% |
| 10Y | +73.5% | +317.2% | -243.7% | +4.2% |
| All | -73.8% | +1,095.1% | -1,168.8% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling