+211.2%
PCAR vs USHY
+48.2%
+163.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.0% |
| 7D | +2.1% | -0.3% | +2.4% | +2.6% |
| 30D | -1.2% | +0.3% | -1.5% | -1.6% |
| 3M | -18.6% | -1.7% | -16.9% | -16.3% |
| 6M | -5.1% | -0.4% | -4.7% | -4.3% |
| YTD | -1.8% | +0.7% | -2.5% | -2.5% |
| 1Y | +10.6% | +1.8% | +8.9% | +8.1% |
| 3Y | +34.9% | +25.3% | +9.6% | -2.4% |
| 5Y | +114.0% | +19.9% | +94.1% | +67.6% |
| All | +211.2% | +48.2% | +163.0% | +76.4% |
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