+153.0%
HYG vs PFG
+245.9%
-93.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | +3.2% | -3.4% | -0.6% |
| 30D | -0.1% | +0.9% | -1.0% | -0.2% |
| 3M | +0.7% | +7.7% | -7.0% | -0.3% |
| 6M | +1.5% | +29.0% | -27.4% | -1.8% |
| YTD | +1.9% | +32.5% | -30.5% | -1.8% |
| 1Y | +3.7% | +47.3% | -43.6% | -1.4% |
| 3Y | +26.5% | +68.2% | -41.8% | +17.5% |
| 5Y | +19.0% | +108.5% | -89.5% | +6.7% |
| 10Y | +56.5% | +241.4% | -184.9% | +27.8% |
| All | +153.0% | +245.9% | -93.0% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 all: compounded portfolio wealth divided by compounded PFG 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…
all analysis · Full analysis span regression · 6 months rolling