+1.6%
PG vs USHY
+27.0%
-25.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +0.8% | -0.7% | +1.5% | +1.2% |
| 3M | -1.3% | +0.1% | -1.4% | -1.4% |
| 6M | -3.8% | +1.8% | -5.6% | -4.7% |
| YTD | +3.6% | +1.8% | +1.8% | +2.6% |
| 1Y | -5.7% | +3.3% | -9.0% | -7.4% |
| 3Y | +1.6% | +27.0% | -25.4% | -6.5% |
| All | +1.6% | +27.0% | -25.5% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling