+64.7%
PEP vs USHY
+50.7%
+14.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | -1.1% | +0.8% | -1.9% | -2.0% |
| 6M | -13.5% | +1.7% | -15.2% | -15.1% |
| YTD | -1.2% | +2.5% | -3.7% | -3.8% |
| 1Y | -1.6% | +4.4% | -6.0% | -6.1% |
| 3Y | -12.5% | +27.4% | -39.9% | -33.2% |
| 5Y | +3.0% | +21.7% | -18.7% | -15.7% |
| All | +64.7% | +50.7% | +14.0% | +5.2% |
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