+25.6%
HYG vs PBF
+59.1%
-33.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.7% | +5.3% | -6.0% | -0.8% |
| 30D | -0.7% | +11.7% | -12.5% | -0.9% |
| 3M | -0.2% | +91.1% | -91.3% | -1.2% |
| 6M | +1.4% | +88.4% | -87.0% | +0.3% |
| YTD | +1.5% | +194.1% | -192.6% | -1.0% |
| 1Y | +2.9% | +180.4% | -177.5% | +0.4% |
| 3Y | +25.6% | +59.3% | -33.7% | +21.5% |
| All | +25.6% | +59.1% | -33.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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