+55.2%
HYG vs PEG
+148.0%
-92.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -0.7% | -3.7% | +3.0% | -0.1% |
| 3M | -0.2% | -7.3% | +7.1% | +1.1% |
| 6M | +1.4% | -10.5% | +11.9% | +3.2% |
| YTD | +1.5% | -7.5% | +9.0% | +2.6% |
| 1Y | +2.9% | -8.7% | +11.6% | +4.2% |
| 3Y | +25.6% | +31.4% | -5.7% | +17.5% |
| 5Y | +18.6% | +37.8% | -19.2% | +8.9% |
| All | +55.2% | +148.0% | -92.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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