+30.9%
PFE vs USHY
+48.0%
-17.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | +0.3% | +0.6% | -0.2% | -0.3% |
| 3M | +9.4% | -2.0% | +11.4% | +11.7% |
| 6M | +14.9% | -0.5% | +15.4% | +15.5% |
| YTD | +23.8% | +0.6% | +23.2% | +23.0% |
| 1Y | +19.5% | +2.1% | +17.4% | +17.0% |
| 3Y | +21.0% | +25.3% | -4.3% | -3.3% |
| 5Y | -23.9% | +19.7% | -43.6% | -36.0% |
| All | +30.9% | +48.0% | -17.1% | -14.0% |
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