+160.8%
PM vs USHY
+20.3%
+140.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -7.1% | -0.2% | -6.8% | -6.9% |
| 30D | -2.8% | +0.5% | -3.3% | -3.1% |
| 3M | +6.3% | -1.2% | +7.5% | +7.2% |
| 6M | +9.6% | -0.1% | +9.7% | +9.6% |
| YTD | +25.6% | +1.1% | +24.5% | +24.5% |
| 1Y | +29.7% | +2.0% | +27.7% | +27.7% |
| 3Y | +147.6% | +25.8% | +121.8% | +106.9% |
| All | +160.8% | +20.3% | +140.5% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling