+27.6%
USHY vs PTC
-10.6%
+38.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | -0.1% | -13.6% | +13.4% | +0.7% |
| 30D | 0.0% | -14.7% | +14.6% | +0.8% |
| 3M | +0.8% | -5.9% | +6.7% | +1.1% |
| 6M | +1.9% | -21.1% | +23.1% | +3.5% |
| YTD | +2.3% | -26.0% | +28.3% | +4.3% |
| 1Y | +4.1% | -36.8% | +41.0% | +7.7% |
| All | +27.6% | -10.6% | +38.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling