+153.0%
HYG vs PTC
+577.7%
-424.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.3% |
| 7D | -0.2% | -13.6% | +13.4% | +1.8% |
| 30D | -0.1% | -14.7% | +14.6% | +2.0% |
| 3M | +0.7% | -5.9% | +6.6% | +1.0% |
| 6M | +1.5% | -21.1% | +22.7% | +4.3% |
| YTD | +1.9% | -26.0% | +28.0% | +5.5% |
| 1Y | +3.7% | -36.8% | +40.6% | +9.7% |
| 3Y | +26.5% | -10.3% | +36.7% | +25.6% |
| 5Y | +19.0% | +1.2% | +17.8% | +14.7% |
| 10Y | +56.5% | +198.3% | -141.8% | +22.3% |
| All | +153.0% | +577.7% | -424.7% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling