+151.7%
HYG vs PPG
+353.6%
-201.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -0.7% | -6.2% | +5.5% | +0.5% |
| 30D | -0.7% | -7.9% | +7.2% | +0.8% |
| 3M | -0.2% | -10.2% | +10.0% | +1.6% |
| 6M | +1.4% | +2.7% | -1.2% | +0.3% |
| YTD | +1.5% | +4.9% | -3.4% | -0.3% |
| 1Y | +2.9% | -3.2% | +6.1% | +2.5% |
| 3Y | +25.6% | -17.0% | +42.6% | +27.7% |
| 5Y | +18.6% | -23.3% | +41.9% | +20.6% |
| 10Y | +55.7% | +26.4% | +29.3% | +37.7% |
| All | +151.7% | +353.6% | -201.9% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling