+55.2%
HYG vs PCG
-76.0%
+131.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.6% |
| 30D | -0.7% | -20.6% | +19.9% | 0.0% |
| 3M | -0.2% | -17.6% | +17.4% | +0.4% |
| 6M | +1.4% | -23.5% | +24.9% | +2.2% |
| YTD | +1.5% | -13.6% | +15.1% | +1.8% |
| 1Y | +2.9% | -11.3% | +14.2% | +3.1% |
| 3Y | +25.6% | -16.9% | +42.6% | +25.9% |
| 5Y | +18.6% | +50.8% | -32.3% | +16.4% |
| All | +55.2% | -76.0% | +131.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling