+55.6%
PAAS vs USHY
+20.1%
+35.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.7% |
| 7D | -5.2% | -0.2% | -5.0% | -4.7% |
| 30D | -13.9% | +0.5% | -14.4% | -14.6% |
| 3M | -23.8% | -1.2% | -22.6% | -21.5% |
| 6M | -36.4% | -0.1% | -36.3% | -35.7% |
| YTD | -23.4% | +1.1% | -24.5% | -24.0% |
| 1Y | +5.6% | +2.0% | +3.6% | +3.0% |
| 3Y | +209.7% | +25.8% | +183.9% | +104.4% |
| 5Y | +55.6% | +20.4% | +35.2% | +6.9% |
| All | +55.6% | +20.1% | +35.5% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling