+84.4%
USO vs PWR
+1,844.4%
-1,760.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -1.9% | +11.3% | -13.2% | -4.3% |
| 30D | -5.2% | -8.9% | +3.7% | -3.9% |
| 3M | +16.4% | -10.5% | +26.9% | +18.1% |
| 6M | +2.5% | -22.2% | +24.7% | +6.5% |
| YTD | +110.5% | +42.7% | +67.7% | +82.3% |
| 1Y | +108.4% | +41.1% | +67.3% | +80.6% |
| 3Y | +99.6% | +242.7% | -143.1% | +23.9% |
| 5Y | +160.1% | +418.5% | -258.5% | +32.7% |
| All | +84.4% | +1,844.4% | -1,760.1% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling