+18.6%
HYG vs PTC
+0.6%
+17.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | -14.2% | +13.5% | +0.9% |
| 30D | -0.6% | -14.4% | +13.9% | +1.1% |
| 3M | +0.4% | -4.7% | +5.1% | +0.6% |
| 6M | +1.2% | -19.3% | +20.5% | +3.5% |
| YTD | +1.5% | -26.1% | +27.6% | +4.9% |
| 1Y | +3.2% | -37.1% | +40.2% | +8.9% |
| 3Y | +25.9% | -10.4% | +36.3% | +23.6% |
| 5Y | +18.6% | +2.5% | +16.1% | +10.7% |
| All | +18.6% | +0.6% | +17.9% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling