+17.9%
HYG vs PCG
+10.2%
+7.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.3% |
| 7D | -0.4% | +2.2% | -2.5% | -0.6% |
| 30D | +0.7% | +0.8% | -0.1% | +0.6% |
| 3M | -2.1% | -23.8% | +21.7% | +0.1% |
| 6M | -0.8% | -19.6% | +18.8% | +0.7% |
| YTD | +0.3% | -16.7% | +17.0% | +1.3% |
| 1Y | +1.8% | -19.4% | +21.1% | +3.1% |
| 3Y | +24.1% | -18.3% | +42.4% | +24.2% |
| All | +17.9% | +10.2% | +7.6% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling