-7.4%
PEG vs HIG
+12.7%
-20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | +1.0% | +6.2% | -5.2% | -0.3% |
| 30D | +6.6% | +9.4% | -2.8% | +4.6% |
| 3M | -3.1% | -2.3% | -0.8% | -2.9% |
| 6M | -7.4% | +4.2% | -11.5% | -8.8% |
| YTD | -6.4% | +1.6% | -8.0% | -7.7% |
| 1Y | -7.4% | +9.9% | -17.3% | -10.1% |
| All | -7.4% | +12.7% | -20.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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