+55.2%
HYG vs PR
+87.0%
-31.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -0.6% | +10.4% | -11.0% | -0.8% |
| 3M | +0.4% | +21.1% | -20.7% | -0.1% |
| 6M | +1.2% | +28.8% | -27.5% | +0.5% |
| YTD | +1.5% | +71.8% | -70.3% | 0.0% |
| 1Y | +3.2% | +73.3% | -70.1% | +1.6% |
| 3Y | +25.9% | +85.9% | -60.0% | +23.3% |
| 5Y | +18.6% | +421.8% | -403.2% | +13.0% |
| All | +55.2% | +87.0% | -31.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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