+19.9%
USHY vs PEGA
-45.0%
+64.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -0.3% | -4.6% | +4.2% | -0.1% |
| 30D | +0.3% | -6.8% | +7.1% | +0.6% |
| 3M | -1.7% | +2.6% | -4.3% | -2.0% |
| 6M | -0.4% | -5.4% | +5.0% | -0.4% |
| YTD | +0.7% | -46.0% | +46.8% | +3.7% |
| 1Y | +1.8% | -45.6% | +47.4% | +4.7% |
| 3Y | +25.3% | +43.2% | -17.8% | +17.9% |
| 5Y | +19.9% | -45.3% | +65.1% | +17.6% |
| All | +19.9% | -45.0% | +64.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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