+50.7%
USHY vs PENG
+241.2%
-190.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.3% |
| 7D | -0.1% | +4.5% | -4.7% | -0.3% |
| 30D | +0.1% | -7.1% | +7.2% | +0.3% |
| 3M | +0.8% | -27.3% | +28.1% | +1.5% |
| 6M | +1.7% | +169.6% | -167.8% | -4.4% |
| YTD | +2.5% | +164.6% | -162.1% | -3.8% |
| 1Y | +4.4% | +109.5% | -105.1% | -1.1% |
| 3Y | +27.4% | +98.9% | -71.6% | +18.2% |
| 5Y | +21.7% | +116.3% | -94.5% | +10.7% |
| All | +50.7% | +241.2% | -190.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling