+18.6%
HYG vs PCG
+52.0%
-33.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -0.6% | -18.9% | +18.3% | +1.1% |
| 3M | +0.4% | -15.8% | +16.3% | +1.6% |
| 6M | +1.2% | -22.6% | +23.8% | +3.3% |
| YTD | +1.5% | -12.2% | +13.7% | +2.0% |
| 1Y | +3.2% | -7.1% | +10.3% | +2.9% |
| 3Y | +25.9% | -15.8% | +41.7% | +25.9% |
| 5Y | +18.6% | +53.3% | -34.7% | +10.7% |
| All | +18.6% | +52.0% | -33.4% | +10.7% |
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