+102.1%
PEG vs USHY
+50.7%
+51.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | -3.7% | +1.2% | -4.8% | -5.1% |
| 6M | -9.4% | +2.6% | -12.0% | -12.4% |
| YTD | -6.0% | +2.4% | -8.4% | -8.9% |
| 1Y | -4.4% | +4.2% | -8.6% | -9.3% |
| 3Y | +33.5% | +28.0% | +5.5% | -2.2% |
| 5Y | +35.7% | +21.8% | +14.0% | +7.0% |
| All | +102.1% | +50.7% | +51.4% | +23.2% |
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