+151.7%
HYG vs PBR
+258.5%
-106.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | +5.4% | -6.1% | -1.2% |
| 30D | -0.7% | +22.9% | -23.6% | -2.6% |
| 3M | -0.2% | +19.6% | -19.8% | -2.0% |
| 6M | +1.4% | +16.5% | -15.0% | -0.3% |
| YTD | +1.5% | +86.7% | -85.2% | -4.6% |
| 1Y | +2.9% | +74.7% | -71.8% | -2.8% |
| 3Y | +25.6% | +102.6% | -76.9% | +16.1% |
| 5Y | +18.6% | +566.6% | -548.0% | -4.2% |
| 10Y | +55.7% | +686.1% | -630.3% | +15.2% |
| All | +151.7% | +258.5% | -106.7% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling