+151.8%
HYG vs PSA
+522.0%
-370.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -3.6% | +2.9% | -0.2% |
| 30D | -0.6% | -9.4% | +8.8% | +0.8% |
| 3M | +0.4% | -8.2% | +8.6% | +1.5% |
| 6M | +1.2% | -1.8% | +3.1% | +1.3% |
| YTD | +1.5% | +15.7% | -14.3% | -0.9% |
| 1Y | +3.2% | +6.3% | -3.1% | +1.9% |
| 3Y | +25.9% | +21.6% | +4.3% | +21.2% |
| 5Y | +18.6% | +13.5% | +5.1% | +14.4% |
| 10Y | +55.8% | +101.3% | -45.5% | +36.9% |
| All | +151.8% | +522.0% | -370.2% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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