+55.2%
HYG vs PYPL
+44.3%
+10.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -2.3% | +1.5% | -0.5% |
| 30D | -0.7% | -9.0% | +8.3% | +0.1% |
| 3M | -0.2% | +30.6% | -30.8% | -3.3% |
| 6M | +1.4% | +18.6% | -17.1% | -0.9% |
| YTD | +1.5% | -7.2% | +8.6% | +1.4% |
| 1Y | +2.9% | -19.3% | +22.1% | +4.2% |
| 3Y | +25.6% | -12.3% | +37.9% | +24.1% |
| 5Y | +18.6% | -80.9% | +99.5% | +36.5% |
| All | +55.2% | +44.3% | +10.9% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling