+82.1%
USO vs PWR
+201.3%
-119.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +9.5% | +3.6% | +5.9% | +9.4% |
| 30D | +23.6% | -8.6% | +32.1% | +23.7% |
| 3M | +3.8% | -13.2% | +17.0% | +4.3% |
| 6M | +55.0% | +9.9% | +45.1% | +53.7% |
| YTD | +105.3% | +48.0% | +57.2% | +96.6% |
| 1Y | +91.4% | +66.2% | +25.2% | +80.2% |
| All | +82.1% | +201.3% | -119.2% | +61.4% |
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