+36.2%
PR vs USHY
+47.7%
-11.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.7% |
| 7D | -9.5% | +0.3% | -9.8% | -10.2% |
| 30D | -5.7% | -0.1% | -5.5% | -5.5% |
| 3M | +3.0% | -1.9% | +4.8% | +6.8% |
| 6M | +11.8% | -1.0% | +12.8% | +13.5% |
| YTD | +58.5% | +0.4% | +58.1% | +55.3% |
| 1Y | +69.9% | +1.4% | +68.4% | +62.8% |
| 3Y | +84.9% | +24.9% | +60.0% | +16.0% |
| 5Y | +246.4% | +19.3% | +227.1% | +146.2% |
| All | +36.2% | +47.7% | -11.5% | +43.6% |
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