+23.8%
HYG vs PENG
+191.8%
-168.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +0.3% | -16.1% | +16.3% | +0.6% |
| 30D | -0.1% | -41.5% | +41.4% | +1.1% |
| 3M | -1.9% | -19.1% | +17.2% | -1.8% |
| 6M | -1.3% | +0.9% | -2.2% | -2.6% |
| YTD | +0.1% | +128.2% | -128.2% | -4.5% |
| 1Y | +1.0% | +98.6% | -97.5% | -3.1% |
| 3Y | +23.8% | +188.2% | -164.4% | +14.9% |
| All | +23.8% | +191.8% | -168.0% | +14.9% |
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