+2.9%
HYG vs PWR
+66.5%
-63.6%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -0.2% |
| 7D | -0.7% | +4.2% | -4.9% | -0.8% |
| 30D | -0.7% | -4.0% | +3.3% | -0.6% |
| 3M | -0.2% | -4.8% | +4.6% | -0.1% |
| 6M | +1.4% | +14.6% | -13.2% | +0.5% |
| YTD | +1.5% | +54.2% | -52.8% | -0.6% |
| 1Y | +2.9% | +67.1% | -64.2% | +0.4% |
| All | +2.9% | +66.5% | -63.6% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling