+42.8%
PR vs USHY
+48.2%
-5.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.8% |
| 7D | +6.7% | -0.3% | +7.0% | +7.4% |
| 30D | -6.1% | +0.3% | -6.4% | -6.9% |
| 3M | +6.9% | -1.7% | +8.6% | +10.4% |
| 6M | +14.6% | -0.4% | +15.0% | +14.8% |
| YTD | +66.1% | +0.7% | +65.4% | +61.6% |
| 1Y | +77.0% | +1.8% | +75.2% | +68.3% |
| 3Y | +93.8% | +25.3% | +68.5% | +20.7% |
| 5Y | +268.2% | +19.9% | +248.4% | +158.8% |
| All | +42.8% | +48.2% | -5.4% | +49.5% |
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