-31.8%
PNR vs USHY
+1.9%
-33.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +1.2% |
| 7D | +11.9% | -0.2% | +12.1% | +12.5% |
| 30D | +37.1% | +0.7% | +36.5% | +34.1% |
| 3M | +5.7% | -2.2% | +7.9% | +13.7% |
| 6M | -5.7% | -0.9% | -4.8% | -3.6% |
| YTD | -29.8% | +0.2% | -30.0% | -30.0% |
| 1Y | -31.8% | +1.7% | -33.5% | -36.6% |
| All | -31.8% | +1.9% | -33.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling