-5.1%
PCG vs USHY
+4.6%
-9.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -13.9% | -0.1% | -13.7% | -13.8% |
| 30D | -16.9% | +0.1% | -16.9% | -17.0% |
| 3M | -14.7% | +0.8% | -15.6% | -15.7% |
| 6M | -23.8% | +1.7% | -25.6% | -25.6% |
| YTD | -10.5% | +2.5% | -13.0% | -13.8% |
| 1Y | -5.1% | +4.4% | -9.5% | -12.8% |
| All | -5.1% | +4.6% | -9.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling