+21.2%
HYG vs PL
+70.3%
-49.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -0.7% | -9.0% | +8.3% | -0.5% |
| 30D | -0.6% | -29.6% | +29.0% | +0.4% |
| 3M | +0.4% | -45.7% | +46.1% | +2.0% |
| 6M | +1.2% | -34.3% | +35.5% | +1.6% |
| YTD | +1.5% | -15.4% | +16.8% | +0.9% |
| 1Y | +3.2% | +86.1% | -82.9% | -0.4% |
| 3Y | +25.9% | +509.1% | -483.2% | +12.8% |
| 5Y | +18.6% | +68.3% | -49.7% | +8.6% |
| All | +21.2% | +70.3% | -49.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling