-14.8%
PNR vs USHY
+27.0%
-41.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.0% | -0.7% | -5.3% | -4.0% |
| 30D | -14.0% | -0.7% | -13.3% | -12.1% |
| 3M | -21.7% | +0.1% | -21.7% | -21.8% |
| 6M | -37.3% | +1.8% | -39.0% | -40.4% |
| YTD | -45.1% | +1.8% | -46.9% | -47.8% |
| 1Y | -49.1% | +3.3% | -52.4% | -53.6% |
| 3Y | -14.8% | +27.0% | -41.8% | -51.4% |
| All | -14.8% | +27.0% | -41.9% | -51.4% |
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