+34.9%
PNR vs USHY
+49.7%
-14.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -0.7% | -5.3% | -4.6% |
| 30D | -14.0% | -0.7% | -13.3% | -12.7% |
| 3M | -21.7% | +0.1% | -21.7% | -21.8% |
| 6M | -37.3% | +1.8% | -39.0% | -39.4% |
| YTD | -45.1% | +1.8% | -46.9% | -47.0% |
| 1Y | -49.1% | +3.3% | -52.4% | -52.3% |
| 3Y | -14.8% | +27.0% | -41.8% | -47.1% |
| 5Y | -21.0% | +21.0% | -42.0% | -44.4% |
| All | +34.9% | +49.7% | -14.8% | -36.2% |
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