+19.3%
HYG vs PCOR
-43.2%
+62.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.2% |
| 7D | 0.0% | -6.9% | +7.0% | +0.5% |
| 30D | -0.1% | -1.5% | +1.5% | 0.0% |
| 3M | +1.0% | +18.5% | -17.5% | -0.5% |
| 6M | +2.3% | -4.7% | +7.0% | +2.2% |
| YTD | +2.1% | -22.8% | +24.9% | +3.5% |
| 1Y | +3.8% | -20.7% | +24.5% | +4.8% |
| 3Y | +26.7% | -14.6% | +41.3% | +24.9% |
| 5Y | +19.3% | -40.7% | +60.0% | +15.2% |
| All | +19.3% | -43.2% | +62.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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