+50.7%
USHY vs PFG
+137.1%
-86.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | 0.0% | +6.0% | -6.0% | -0.8% |
| 30D | 0.0% | +2.2% | -2.2% | -0.4% |
| 3M | +1.2% | +10.4% | -9.2% | -0.4% |
| 6M | +2.6% | +27.8% | -25.2% | -1.2% |
| YTD | +2.4% | +33.6% | -31.2% | -2.1% |
| 1Y | +4.2% | +49.3% | -45.1% | -2.1% |
| 3Y | +28.0% | +69.7% | -41.7% | +17.0% |
| 5Y | +21.8% | +111.3% | -89.6% | +6.7% |
| All | +50.7% | +137.1% | -86.4% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling