+1.6%
HYG vs PENG
+120.5%
-118.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +0.8% |
| 7D | -0.1% | -20.5% | +20.4% | +0.2% |
| 30D | +0.7% | -20.4% | +21.1% | +1.0% |
| 3M | -2.0% | -16.4% | +14.4% | -1.9% |
| 6M | -0.9% | +49.2% | -50.1% | -3.0% |
| YTD | +0.1% | +147.2% | -147.1% | -4.1% |
| 1Y | +1.6% | +124.7% | -123.1% | -2.4% |
| All | +1.6% | +120.5% | -118.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling