+109.8%
PG vs USHY
+49.7%
+60.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.2% |
| 30D | +0.8% | -0.7% | +1.5% | +1.5% |
| 3M | -1.3% | +0.1% | -1.4% | -1.4% |
| 6M | -3.8% | +1.8% | -5.6% | -5.4% |
| YTD | +3.6% | +1.8% | +1.8% | +1.9% |
| 1Y | -5.7% | +3.3% | -9.0% | -8.6% |
| 3Y | +1.6% | +27.0% | -25.4% | -19.2% |
| 5Y | +14.6% | +21.0% | -6.4% | -3.3% |
| All | +109.8% | +49.7% | +60.1% | +41.8% |
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