+3.9%
HYG vs PYPL
-20.5%
+24.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | -0.2% | +2.4% | -2.6% | -0.2% |
| 30D | +0.1% | -5.1% | +5.2% | +0.2% |
| 3M | +0.7% | +28.6% | -27.9% | -0.1% |
| 6M | +1.5% | +17.9% | -16.5% | +0.9% |
| YTD | +2.2% | -5.3% | +7.4% | +2.2% |
| 1Y | +3.9% | -19.0% | +22.9% | +4.6% |
| All | +3.9% | -20.5% | +24.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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