+21.6%
USHY vs PFG
+107.2%
-85.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.1% | +3.2% | -3.4% | -0.6% |
| 30D | 0.0% | +0.9% | -1.0% | -0.2% |
| 3M | +0.8% | +7.7% | -6.9% | -0.3% |
| 6M | +1.9% | +29.0% | -27.0% | -1.9% |
| YTD | +2.3% | +32.5% | -30.2% | -2.1% |
| 1Y | +4.1% | +47.3% | -43.2% | -2.0% |
| 3Y | +27.8% | +68.2% | -40.4% | +16.6% |
| All | +21.6% | +107.2% | -85.6% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling