+176.8%
PM vs USHY
+49.7%
+127.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.8% |
| 7D | +1.9% | -0.7% | +2.7% | +2.8% |
| 30D | +1.9% | -0.5% | +2.4% | +2.5% |
| 3M | +4.6% | +0.5% | +4.1% | +3.9% |
| 6M | +11.7% | +1.5% | +10.2% | +9.5% |
| YTD | +20.4% | +1.7% | +18.6% | +17.8% |
| 1Y | +19.0% | +3.5% | +15.4% | +13.9% |
| 3Y | +130.4% | +27.2% | +103.2% | +70.4% |
| 5Y | +131.5% | +21.0% | +110.5% | +85.1% |
| All | +176.8% | +49.7% | +127.1% | +66.2% |
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