+153.4%
HYG vs PWR
+2,434.9%
-2,281.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | 0.0% | +4.5% | -4.5% | -0.6% |
| 30D | -0.1% | -4.9% | +4.8% | +0.5% |
| 3M | +1.0% | -7.9% | +8.8% | +1.6% |
| 6M | +2.3% | +18.3% | -16.0% | -0.8% |
| YTD | +2.1% | +51.5% | -49.4% | -4.5% |
| 1Y | +3.8% | +70.3% | -66.5% | -4.7% |
| 3Y | +26.7% | +210.6% | -183.9% | +4.9% |
| 5Y | +19.3% | +456.7% | -437.4% | -10.3% |
| 10Y | +55.3% | +2,396.1% | -2,340.8% | -9.3% |
| All | +153.4% | +2,434.9% | -2,281.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PWR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling