+50.7%
USHY vs PENG
+238.2%
-187.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | 0.0% | +7.8% | -7.8% | -0.3% |
| 30D | 0.0% | -12.2% | +12.2% | +0.5% |
| 3M | +1.2% | -20.6% | +21.8% | +1.5% |
| 6M | +2.6% | +180.9% | -178.3% | -3.8% |
| YTD | +2.4% | +162.3% | -159.8% | -3.8% |
| 1Y | +4.2% | +107.3% | -103.0% | -1.2% |
| 3Y | +28.0% | +110.8% | -82.7% | +18.4% |
| 5Y | +21.8% | +117.8% | -96.0% | +10.8% |
| All | +50.7% | +238.2% | -187.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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