+55.2%
HYG vs PWR
+2,544.4%
-2,489.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -0.6% |
| 7D | -0.7% | +4.2% | -4.9% | -1.2% |
| 30D | -0.7% | -4.0% | +3.3% | -0.4% |
| 3M | -0.2% | -4.8% | +4.6% | 0.0% |
| 6M | +1.4% | +14.6% | -13.2% | -1.0% |
| YTD | +1.5% | +54.2% | -52.8% | -4.7% |
| 1Y | +2.9% | +67.1% | -64.2% | -4.5% |
| 3Y | +25.6% | +218.5% | -192.8% | +4.8% |
| 5Y | +18.6% | +466.3% | -447.7% | -10.3% |
| All | +55.2% | +2,544.4% | -2,489.2% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling