+49.7%
USHY vs PFGC
+239.1%
-189.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | -0.7% | -12.5% | +11.9% | +0.3% |
| 3M | +0.1% | -9.7% | +9.8% | +0.7% |
| 6M | +1.8% | +7.0% | -5.2% | +1.1% |
| YTD | +1.8% | +4.5% | -2.7% | +1.2% |
| 1Y | +3.3% | -11.6% | +14.9% | +3.9% |
| 3Y | +27.0% | +58.5% | -31.5% | +21.9% |
| 5Y | +21.0% | +112.6% | -91.6% | +13.1% |
| All | +49.7% | +239.1% | -189.4% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling