+263.8%
PCAR vs USHY
+50.7%
+213.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.3% |
| 30D | -6.2% | +0.1% | -6.3% | -6.4% |
| 3M | +5.9% | +0.8% | +5.1% | +4.6% |
| 6M | +0.4% | +1.7% | -1.3% | -2.0% |
| YTD | +14.8% | +2.5% | +12.4% | +10.8% |
| 1Y | +30.1% | +4.4% | +25.7% | +22.2% |
| 3Y | +66.7% | +27.4% | +39.3% | +17.5% |
| 5Y | +166.1% | +21.7% | +144.4% | +103.4% |
| All | +263.8% | +50.7% | +213.0% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling