+455.3%
PL vs USHY
+24.4%
+430.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.4% |
| 7D | -6.8% | -0.3% | -6.6% | -5.4% |
| 30D | -29.3% | 0.0% | -29.3% | -29.1% |
| 3M | -44.8% | -1.8% | -43.0% | -37.6% |
| 6M | -68.4% | -1.0% | -67.4% | -65.3% |
| YTD | -36.4% | +0.5% | -36.8% | -35.9% |
| 1Y | +0.7% | +1.9% | -1.2% | -6.8% |
| 3Y | +455.3% | +24.9% | +430.4% | +64.7% |
| All | +455.3% | +24.4% | +430.9% | +64.7% |
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