-74.6%
PCG vs USHY
+50.4%
-125.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -3.9% |
| 7D | +6.5% | -0.1% | +6.6% | +6.8% |
| 30D | -16.7% | 0.0% | -16.7% | -16.7% |
| 3M | -14.2% | +0.8% | -15.0% | -15.7% |
| 6M | -21.5% | +1.9% | -23.4% | -24.5% |
| YTD | -11.2% | +2.3% | -13.4% | -15.2% |
| 1Y | -4.2% | +4.1% | -8.4% | -11.8% |
| 3Y | -14.9% | +27.8% | -42.7% | -47.7% |
| 5Y | +54.2% | +21.5% | +32.7% | +8.1% |
| All | -74.6% | +50.4% | -125.0% | -86.9% |
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 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