+415.3%
PR vs USHY
+21.7%
+393.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +2.9% | -0.1% | +3.0% | +3.2% |
| 30D | +18.0% | +0.1% | +18.0% | +17.7% |
| 3M | +16.9% | +0.8% | +16.0% | +14.6% |
| 6M | +28.2% | +1.7% | +26.5% | +22.7% |
| YTD | +69.3% | +2.5% | +66.9% | +59.4% |
| 1Y | +69.5% | +4.4% | +65.1% | +53.0% |
| 3Y | +81.7% | +27.4% | +54.3% | +11.0% |
| All | +415.3% | +21.7% | +393.6% | +340.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling