+5.3%
PPG vs USHY
+49.7%
-44.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.0% |
| 7D | -5.1% | -0.7% | -4.4% | -3.8% |
| 30D | -9.6% | -0.5% | -9.0% | -8.6% |
| 3M | -6.4% | +0.5% | -6.9% | -7.2% |
| 6M | +0.5% | +1.5% | -1.0% | -1.7% |
| YTD | +4.4% | +1.7% | +2.7% | +1.7% |
| 1Y | -0.9% | +3.5% | -4.5% | -6.5% |
| 3Y | -17.0% | +27.2% | -44.1% | -45.3% |
| 5Y | -23.7% | +21.0% | -44.6% | -44.3% |
| All | +5.3% | +49.7% | -44.4% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling