-7.1%
PCG vs USHY
+3.5%
-10.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +1.4% |
| 30D | -18.9% | -0.5% | -18.4% | -18.4% |
| 3M | -15.8% | +0.5% | -16.4% | -16.5% |
| 6M | -22.6% | +1.5% | -24.1% | -24.4% |
| YTD | -12.2% | +1.7% | -13.9% | -14.7% |
| 1Y | -7.1% | +3.5% | -10.6% | -13.1% |
| All | -7.1% | +3.5% | -10.6% | -13.1% |
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