-14.6%
PCG vs USHY
+27.6%
-42.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -3.9% |
| 7D | +6.5% | -0.1% | +6.6% | +6.7% |
| 30D | -16.7% | 0.0% | -16.7% | -16.7% |
| 3M | -14.2% | +0.8% | -15.0% | -15.5% |
| 6M | -21.5% | +1.9% | -23.4% | -24.2% |
| YTD | -11.2% | +2.3% | -13.4% | -14.8% |
| 1Y | -4.2% | +4.1% | -8.4% | -11.3% |
| All | -14.6% | +27.6% | -42.2% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling