+272.4%
PAAS vs USHY
+50.4%
+222.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +4.0% |
| 7D | +2.6% | -0.1% | +2.8% | +2.9% |
| 30D | +2.5% | 0.0% | +2.5% | +2.6% |
| 3M | +15.1% | +0.8% | +14.2% | +13.6% |
| 6M | -12.1% | +1.9% | -14.0% | -14.2% |
| YTD | +3.1% | +2.3% | +0.8% | +0.1% |
| 1Y | +50.8% | +4.1% | +46.7% | +42.3% |
| 3Y | +259.5% | +27.8% | +231.7% | +148.4% |
| 5Y | +126.3% | +21.5% | +104.8% | +68.6% |
| All | +272.4% | +50.4% | +222.0% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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