+45.8%
HYG vs PENG
+710.3%
-664.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | -0.6% | -15.2% | +14.6% | +0.1% |
| 3M | +0.4% | -16.9% | +17.3% | +0.5% |
| 6M | +1.2% | +161.5% | -160.3% | -5.2% |
| YTD | +1.5% | +148.6% | -147.1% | -4.8% |
| 1Y | +3.2% | +89.6% | -86.5% | -2.1% |
| 3Y | +25.9% | +99.8% | -73.9% | +16.2% |
| 5Y | +18.6% | +100.9% | -82.3% | +7.7% |
| All | +45.8% | +710.3% | -664.5% | +24.8% |
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