+26.3%
HYG vs PENG
+107.0%
-80.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | +7.3% | -7.5% | -0.3% |
| 30D | -0.1% | -7.5% | +7.4% | +0.1% |
| 3M | +0.7% | -17.2% | +17.9% | +0.8% |
| 6M | +1.5% | +176.7% | -175.2% | -2.4% |
| YTD | +1.9% | +161.0% | -159.1% | -1.9% |
| 1Y | +3.7% | +108.8% | -105.1% | +0.3% |
| All | +26.3% | +107.0% | -80.7% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling