+49.7%
USHY vs PFG
+139.5%
-89.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -0.7% | +2.9% | -3.6% | -1.1% |
| 3M | +0.1% | +6.7% | -6.7% | -1.0% |
| 6M | +1.8% | +33.8% | -32.0% | -2.6% |
| YTD | +1.8% | +35.0% | -33.2% | -2.8% |
| 1Y | +3.3% | +46.4% | -43.1% | -2.7% |
| 3Y | +27.0% | +71.7% | -44.7% | +15.9% |
| 5Y | +21.0% | +113.7% | -92.7% | +5.9% |
| All | +49.7% | +139.5% | -89.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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