+255.5%
PCAR vs USHY
+50.4%
+205.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | -0.2% | -0.1% | -0.1% | 0.0% |
| 30D | -6.9% | 0.0% | -6.8% | -6.8% |
| 3M | +2.1% | +0.8% | +1.3% | +0.8% |
| 6M | +1.6% | +1.9% | -0.3% | -1.2% |
| YTD | +12.2% | +2.3% | +10.0% | +8.7% |
| 1Y | +28.0% | +4.1% | +23.9% | +20.7% |
| 3Y | +61.0% | +27.8% | +33.2% | +13.0% |
| 5Y | +163.9% | +21.5% | +142.4% | +102.3% |
| All | +255.5% | +50.4% | +205.1% | +96.8% |
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