+200.5%
USO vs PWR
+458.8%
-258.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +2.7% |
| 7D | +3.6% | +4.5% | -1.0% | +3.2% |
| 30D | +23.8% | -4.9% | +28.7% | +24.3% |
| 3M | +8.1% | -7.9% | +15.9% | +8.7% |
| 6M | +34.3% | +18.3% | +15.9% | +30.1% |
| YTD | +111.1% | +51.5% | +59.6% | +96.0% |
| 1Y | +99.9% | +70.3% | +29.6% | +81.2% |
| 3Y | +86.5% | +210.6% | -124.1% | +48.0% |
| 5Y | +200.5% | +456.7% | -256.1% | +115.9% |
| All | +200.5% | +458.8% | -258.3% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling