+66.9%
HYG vs PR
+169.5%
-102.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.3% |
| 30D | +0.1% | +18.0% | -17.9% | -0.3% |
| 3M | +0.7% | +16.9% | -16.2% | +0.2% |
| 6M | +1.5% | +28.2% | -26.7% | +0.8% |
| YTD | +2.2% | +69.3% | -67.2% | +0.7% |
| 1Y | +3.9% | +69.5% | -65.6% | +2.4% |
| 3Y | +26.0% | +81.7% | -55.7% | +23.5% |
| 5Y | +19.2% | +422.2% | -403.1% | +13.6% |
| 10Y | +54.8% | +110.4% | -55.6% | +51.7% |
| All | +66.9% | +169.5% | -102.6% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling