+18.3%
HYG vs PM
+132.5%
-114.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | +4.7% | -5.4% | -1.1% |
| 30D | -0.7% | +2.6% | -3.3% | -0.9% |
| 3M | -0.2% | +6.6% | -6.8% | -0.8% |
| 6M | +1.4% | +16.5% | -15.1% | 0.0% |
| YTD | +1.5% | +21.2% | -19.7% | -0.5% |
| 1Y | +2.9% | +17.9% | -15.0% | +1.2% |
| 3Y | +25.6% | +129.8% | -104.2% | +11.4% |
| All | +18.3% | +132.5% | -114.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling