+19.0%
HYG vs PR
+429.1%
-410.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | -0.1% | +11.3% | -11.3% | -0.6% |
| 3M | +0.7% | +24.1% | -23.4% | -0.5% |
| 6M | +1.5% | +25.4% | -23.8% | +0.1% |
| YTD | +1.9% | +71.2% | -69.3% | -1.2% |
| 1Y | +3.7% | +78.6% | -74.9% | +0.2% |
| 3Y | +26.5% | +85.2% | -58.8% | +20.8% |
| 5Y | +19.0% | +419.0% | -400.1% | +7.3% |
| All | +19.0% | +429.1% | -410.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling