-76.2%
PCG vs USHY
+47.7%
-123.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.4% |
| 7D | -0.5% | +0.3% | -0.8% | -1.1% |
| 30D | +0.8% | -0.1% | +0.9% | +1.0% |
| 3M | -22.0% | -1.9% | -20.2% | -19.1% |
| 6M | -17.1% | -1.0% | -16.1% | -15.5% |
| YTD | -16.9% | +0.4% | -17.3% | -17.6% |
| 1Y | -19.1% | +1.4% | -20.5% | -21.5% |
| 3Y | -19.4% | +24.9% | -44.4% | -48.2% |
| 5Y | +9.0% | +19.3% | -10.3% | -20.8% |
| All | -76.2% | +47.7% | -123.9% | -87.3% |
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