+22.1%
HYG vs PCOR
-30.9%
+53.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | -0.2% | -9.0% | +8.8% | +0.4% |
| 30D | +0.1% | +4.2% | -4.1% | -0.3% |
| 3M | +0.7% | +14.4% | -13.8% | -0.5% |
| 6M | +1.5% | +0.2% | +1.3% | +1.0% |
| YTD | +2.2% | -20.3% | +22.4% | +3.3% |
| 1Y | +3.9% | -16.1% | +20.0% | +4.4% |
| 3Y | +26.0% | -14.7% | +40.7% | +24.5% |
| 5Y | +19.2% | -43.2% | +62.3% | +15.0% |
| All | +22.1% | -30.9% | +53.1% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling