+50.7%
USHY vs PFGC
+256.1%
-205.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | 0.0% |
| 30D | +0.1% | -11.9% | +12.0% | +1.0% |
| 3M | +0.8% | +5.0% | -4.2% | +0.4% |
| 6M | +1.7% | +8.6% | -6.9% | +1.0% |
| YTD | +2.5% | +9.7% | -7.2% | +1.5% |
| 1Y | +4.4% | -6.3% | +10.7% | +4.6% |
| 3Y | +27.4% | +58.2% | -30.8% | +22.3% |
| 5Y | +21.7% | +110.4% | -88.7% | +13.8% |
| All | +50.7% | +256.1% | -205.3% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling