+25.7%
HYG vs PAAS
+240.2%
-214.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -0.6% | -1.9% | +1.3% | -0.6% |
| 3M | +0.4% | +15.1% | -14.7% | -0.1% |
| 6M | +1.2% | -17.1% | +18.3% | +1.5% |
| YTD | +1.5% | -1.3% | +2.8% | +1.1% |
| 1Y | +3.2% | +41.1% | -37.9% | +1.4% |
| All | +25.7% | +240.2% | -214.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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