-74.4%
PCG vs USHY
+50.7%
-125.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -13.9% | -0.1% | -13.7% | -13.7% |
| 30D | -16.9% | +0.1% | -16.9% | -17.1% |
| 3M | -14.7% | +0.8% | -15.6% | -16.2% |
| 6M | -23.8% | +1.7% | -25.6% | -26.5% |
| YTD | -10.5% | +2.5% | -13.0% | -14.9% |
| 1Y | -5.1% | +4.4% | -9.5% | -13.1% |
| 3Y | -11.6% | +27.4% | -39.0% | -45.4% |
| 5Y | +59.0% | +21.7% | +37.3% | +10.9% |
| All | -74.4% | +50.7% | -125.1% | -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 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