-20.3%
PNR vs USHY
+20.9%
-41.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | -21.7% | +0.1% | -21.7% | -21.8% |
| 6M | -37.3% | +1.8% | -39.0% | -39.5% |
| YTD | -45.1% | +1.8% | -46.9% | -47.0% |
| 1Y | -49.1% | +3.3% | -52.4% | -52.4% |
| 3Y | -14.8% | +27.0% | -41.8% | -46.4% |
| All | -20.3% | +20.9% | -41.2% | -36.3% |
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