+36.4%
PR vs USHY
+47.8%
-11.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | -0.3% | -16.2% | -16.0% |
| 30D | -1.9% | 0.0% | -1.9% | -2.1% |
| 3M | +8.0% | -1.8% | +9.8% | +11.9% |
| 6M | +4.1% | -1.0% | +5.1% | +5.8% |
| YTD | +58.7% | +0.5% | +58.2% | +55.4% |
| 1Y | +75.8% | +1.9% | +74.0% | +66.9% |
| 3Y | +73.2% | +24.9% | +48.3% | +8.8% |
| 5Y | +230.1% | +18.8% | +211.3% | +136.8% |
| All | +36.4% | +47.8% | -11.4% | +43.7% |
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