+78.0%
HYG vs PBF
+315.7%
-237.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -0.2% | +1.4% | -1.5% | -0.2% |
| 30D | -0.1% | +15.8% | -15.9% | -0.8% |
| 3M | +0.7% | +90.3% | -89.6% | -2.3% |
| 6M | +1.5% | +102.8% | -101.3% | -2.0% |
| YTD | +1.9% | +187.3% | -185.4% | -3.4% |
| 1Y | +3.7% | +161.8% | -158.1% | -1.5% |
| 3Y | +26.5% | +55.5% | -29.0% | +21.6% |
| 5Y | +19.0% | +801.9% | -783.0% | +2.6% |
| 10Y | +56.5% | +362.2% | -305.7% | +29.8% |
| All | +78.0% | +315.7% | -237.6% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling