+55.2%
HYG vs PNR
+66.2%
-11.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.7% | -6.0% | +5.3% | +0.3% |
| 30D | -0.7% | -14.0% | +13.2% | +1.6% |
| 3M | -0.2% | -21.7% | +21.5% | +3.3% |
| 6M | +1.4% | -37.3% | +38.7% | +8.7% |
| YTD | +1.5% | -45.1% | +46.6% | +11.0% |
| 1Y | +2.9% | -49.1% | +52.0% | +13.9% |
| 3Y | +25.6% | -14.8% | +40.5% | +25.2% |
| 5Y | +18.6% | -21.0% | +39.6% | +17.4% |
| All | +55.2% | +66.2% | -11.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling