+55.2%
HYG vs PTC
+205.0%
-149.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -7.3% | +6.6% | +0.1% |
| 30D | -0.7% | -11.6% | +10.9% | +0.6% |
| 3M | -0.2% | +10.5% | -10.7% | -1.7% |
| 6M | +1.4% | -17.8% | +19.2% | +3.3% |
| YTD | +1.5% | -24.9% | +26.4% | +4.4% |
| 1Y | +2.9% | -36.8% | +39.7% | +8.2% |
| 3Y | +25.6% | -8.7% | +34.4% | +24.4% |
| 5Y | +18.6% | +4.1% | +14.4% | +14.0% |
| All | +55.2% | +205.0% | -149.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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