+50.7%
USHY vs PFGC
+249.4%
-198.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | 0.0% | -2.4% | +2.5% | +0.2% |
| 30D | 0.0% | -15.8% | +15.7% | +1.2% |
| 3M | +1.2% | -0.6% | +1.7% | +1.1% |
| 6M | +2.6% | +10.7% | -8.1% | +1.7% |
| YTD | +2.4% | +7.6% | -5.2% | +1.6% |
| 1Y | +4.2% | -7.8% | +12.1% | +4.5% |
| 3Y | +28.0% | +63.7% | -35.7% | +22.7% |
| 5Y | +21.8% | +112.3% | -90.5% | +13.8% |
| All | +50.7% | +249.4% | -198.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PFGC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling