+1.5%
HYG vs PPG
+38.2%
-36.7%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | +0.4% |
| 7D | -0.1% | +7.5% | -7.5% | -0.5% |
| 30D | +0.7% | +20.9% | -20.2% | -0.5% |
| 3M | -2.0% | +8.7% | -10.7% | -2.6% |
| 6M | -0.9% | +23.8% | -24.7% | -2.4% |
| YTD | +0.1% | +26.5% | -26.5% | -1.8% |
| All | +1.5% | +38.2% | -36.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling