+69.9%
HYG vs PFGC
+396.6%
-326.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.4% |
| 7D | -0.7% | -4.8% | +4.1% | -0.4% |
| 30D | -0.6% | -17.2% | +16.6% | +0.8% |
| 3M | +0.4% | -6.3% | +6.8% | +0.8% |
| 6M | +1.2% | +8.8% | -7.6% | +0.4% |
| YTD | +1.5% | +4.9% | -3.4% | +0.8% |
| 1Y | +3.2% | -9.5% | +12.7% | +3.6% |
| 3Y | +25.9% | +59.6% | -33.7% | +20.7% |
| 5Y | +18.6% | +113.5% | -94.9% | +10.5% |
| 10Y | +55.8% | +292.8% | -237.0% | +39.4% |
| All | +69.9% | +396.6% | -326.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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