+98.1%
USO vs PWR
+221.1%
-122.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.1% | 0.0% |
| 7D | -12.1% | -12.9% | +0.8% | -11.8% |
| 30D | +3.1% | -22.8% | +26.0% | +3.6% |
| 3M | +24.9% | -19.0% | +43.8% | +25.4% |
| 6M | +10.8% | -31.1% | +41.9% | +12.0% |
| YTD | +114.6% | +28.3% | +86.3% | +106.0% |
| 1Y | +109.4% | +22.2% | +87.2% | +101.9% |
| 3Y | +98.1% | +222.2% | -124.1% | +71.0% |
| All | +98.1% | +221.1% | -122.9% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling