+30.6%
PFE vs USHY
+48.2%
-17.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | +3.1% | +0.3% | +2.8% | +2.8% |
| 3M | +11.2% | -1.7% | +12.9% | +13.2% |
| 6M | +15.0% | -0.4% | +15.4% | +15.5% |
| YTD | +23.5% | +0.7% | +22.8% | +22.6% |
| 1Y | +18.9% | +1.8% | +17.1% | +16.8% |
| 3Y | +18.7% | +25.3% | -6.6% | -5.2% |
| 5Y | -24.0% | +19.9% | -43.9% | -36.2% |
| All | +30.6% | +48.2% | -17.5% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling