+148.8%
HYG vs PLD
+306.0%
-157.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +0.7% | -1.4% | +2.1% | +0.8% |
| 3M | -2.1% | -8.2% | +6.1% | -1.1% |
| 6M | -0.8% | -8.0% | +7.2% | 0.0% |
| YTD | +0.3% | +3.2% | -2.9% | -0.4% |
| 1Y | +1.8% | +7.0% | -5.3% | +0.6% |
| 3Y | +24.1% | +38.3% | -14.2% | +18.0% |
| 5Y | +17.7% | +0.2% | +17.5% | +15.4% |
| 10Y | +56.8% | +268.3% | -211.5% | +30.9% |
| All | +148.8% | +306.0% | -157.2% | +81.1% |
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