+25.7%
HYG vs PM
+129.7%
-104.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.5% |
| 7D | -0.7% | +1.9% | -2.7% | -0.8% |
| 30D | -0.6% | +1.9% | -2.5% | -0.6% |
| 3M | +0.4% | +4.6% | -4.2% | +0.3% |
| 6M | +1.2% | +11.7% | -10.4% | +0.8% |
| YTD | +1.5% | +20.4% | -18.9% | +0.7% |
| 1Y | +3.2% | +19.0% | -15.8% | +2.5% |
| All | +25.7% | +129.7% | -104.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling