+73.2%
PR vs USHY
+23.7%
+49.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | -0.3% | -16.2% | -15.9% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +8.0% | -2.4% | +10.4% | +13.9% |
| 6M | +4.1% | -1.6% | +5.7% | +7.4% |
| YTD | +58.7% | -0.2% | +58.9% | +55.7% |
| 1Y | +75.8% | +1.2% | +74.6% | +64.3% |
| 3Y | +73.2% | +24.1% | +49.0% | -2.5% |
| All | +73.2% | +23.7% | +49.5% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling