+148.3%
HYG vs PPL
+109.7%
+38.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | -0.1% | +4.3% | -4.4% | -0.9% |
| 3M | -1.9% | +2.9% | -4.9% | -2.6% |
| 6M | -1.3% | +1.1% | -2.4% | -1.7% |
| YTD | +0.1% | +4.5% | -4.4% | -1.2% |
| 1Y | +1.0% | +0.1% | +0.9% | +0.6% |
| 3Y | +23.8% | +55.7% | -31.9% | +11.5% |
| 5Y | +17.3% | +47.6% | -30.3% | +6.2% |
| 10Y | +55.0% | +66.8% | -11.9% | +32.1% |
| All | +148.3% | +109.7% | +38.6% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling