+153.5%
HYG vs PLD
+330.0%
-176.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | +0.1% | -2.4% | +2.5% | +0.4% |
| 3M | +0.7% | -3.8% | +4.4% | +1.0% |
| 6M | +1.5% | 0.0% | +1.4% | +1.3% |
| YTD | +2.2% | +9.2% | -7.1% | +0.9% |
| 1Y | +3.9% | +25.9% | -22.0% | +0.7% |
| 3Y | +26.0% | +21.3% | +4.7% | +21.7% |
| 5Y | +19.2% | +14.1% | +5.0% | +15.0% |
| 10Y | +54.8% | +237.9% | -183.1% | +30.3% |
| All | +153.5% | +330.0% | -176.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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