-74.0%
USO vs PTC
+1,096.7%
-1,170.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | -6.3% | +0.9% | -7.2% | -6.5% |
| 3M | +10.9% | +30.4% | -19.5% | +3.0% |
| 6M | +2.0% | +34.4% | -32.4% | -6.5% |
| YTD | +104.6% | +12.6% | +92.0% | +94.0% |
| 1Y | +94.5% | +10.2% | +84.3% | +85.3% |
| 3Y | +97.1% | +29.4% | +67.7% | +76.9% |
| 5Y | +151.6% | +63.7% | +87.9% | +107.5% |
| 10Y | +81.0% | +316.9% | -235.9% | +8.8% |
| All | -74.0% | +1,096.7% | -1,170.7% | -89.5% |
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