+1.2%
HYG vs PBR
+64.4%
-63.2%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.4% |
| 7D | -0.4% | -14.2% | +13.8% | -0.6% |
| 30D | 0.0% | -21.0% | +21.0% | -0.3% |
| 3M | -2.3% | +5.4% | -7.7% | -2.2% |
| 6M | -1.3% | -10.4% | +9.1% | -1.4% |
| YTD | -0.3% | +65.5% | -65.8% | -0.7% |
| 1Y | +1.2% | +61.6% | -60.4% | +0.8% |
| All | +1.2% | +64.4% | -63.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling