+47.2%
PR vs USHY
+49.7%
-2.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +2.6% |
| 30D | +10.1% | -0.7% | +10.8% | +11.7% |
| 3M | +23.7% | +0.1% | +23.7% | +23.3% |
| 6M | +24.2% | +1.8% | +22.4% | +18.5% |
| YTD | +71.2% | +1.8% | +69.5% | +63.5% |
| 1Y | +76.1% | +3.3% | +72.8% | +62.7% |
| 3Y | +89.3% | +27.0% | +62.3% | +14.9% |
| 5Y | +420.1% | +21.0% | +399.1% | +259.9% |
| All | +47.2% | +49.7% | -2.6% | +51.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling