+48.2%
USHY vs PENG
+201.3%
-153.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.3% | -8.9% | -0.1% |
| 7D | +0.8% | -3.8% | +4.6% | +0.7% |
| 30D | +0.2% | -40.1% | +40.3% | +2.1% |
| 3M | -1.7% | -21.8% | +20.1% | -1.2% |
| 6M | -0.6% | +3.3% | -4.0% | -2.5% |
| YTD | +0.8% | +133.6% | -132.9% | -5.4% |
| 1Y | +2.1% | +110.7% | -108.6% | -3.8% |
| 3Y | +26.0% | +204.3% | -178.3% | +14.4% |
| 5Y | +19.2% | +54.4% | -35.2% | +9.6% |
| All | +48.2% | +201.3% | -153.0% | +28.3% |
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