+19.3%
HYG vs PPL
+39.3%
-20.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | +1.8% | -1.7% | -0.2% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +1.0% | 0.0% | +0.9% | +0.9% |
| 6M | +2.3% | -7.6% | +9.9% | +3.4% |
| YTD | +2.1% | +1.7% | +0.4% | +1.5% |
| 1Y | +3.8% | +1.5% | +2.3% | +3.2% |
| 3Y | +26.7% | +55.3% | -28.6% | +14.9% |
| 5Y | +19.3% | +37.7% | -18.4% | +9.9% |
| All | +19.3% | +39.3% | -20.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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