+44.1%
HYG vs PENG
+689.3%
-645.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.2% |
| 7D | -0.4% | +13.2% | -13.6% | -1.0% |
| 30D | +0.7% | -29.9% | +30.6% | +2.0% |
| 3M | -2.1% | -22.2% | +20.1% | -1.7% |
| 6M | -0.8% | -1.9% | +1.1% | -2.5% |
| YTD | +0.3% | +142.1% | -141.9% | -6.5% |
| 1Y | +1.8% | +151.5% | -149.8% | -5.3% |
| 3Y | +24.1% | +206.9% | -182.8% | +12.0% |
| 5Y | +17.7% | +58.2% | -40.5% | +7.6% |
| All | +44.1% | +689.3% | -645.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling