+153.5%
HYG vs PRU
+170.2%
-16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.2% | +1.9% | -2.0% | -0.4% |
| 30D | +0.1% | +2.7% | -2.6% | -0.3% |
| 3M | +0.7% | +19.5% | -18.8% | -1.7% |
| 6M | +1.5% | +26.6% | -25.2% | -1.7% |
| YTD | +2.2% | +12.3% | -10.2% | +0.4% |
| 1Y | +3.9% | +18.0% | -14.2% | +1.4% |
| 3Y | +26.0% | +47.0% | -21.0% | +18.7% |
| 5Y | +19.2% | +48.4% | -29.3% | +11.3% |
| 10Y | +54.8% | +142.4% | -87.6% | +30.9% |
| All | +153.5% | +170.2% | -16.7% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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