+40.4%
PPL vs USHY
+48.2%
-7.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.7% |
| 7D | -1.2% | +0.8% | -2.0% | -2.4% |
| 30D | +4.2% | +0.2% | +4.0% | +3.8% |
| 3M | +1.5% | -1.7% | +3.2% | +4.0% |
| 6M | +1.0% | -0.6% | +1.7% | +1.9% |
| YTD | +4.4% | +0.8% | +3.6% | +3.0% |
| 1Y | +0.8% | +2.1% | -1.4% | -2.5% |
| 3Y | +56.5% | +26.0% | +30.5% | +10.4% |
| 5Y | +47.7% | +19.2% | +28.5% | +15.6% |
| All | +40.4% | +48.2% | -7.8% | -24.8% |
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 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