+143.4%
PEG vs HIG
+313.7%
-170.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.9% | -1.5% | +0.6% | -0.4% |
| 30D | -3.7% | -0.4% | -3.4% | -3.6% |
| 3M | -7.3% | +6.7% | -13.9% | -9.4% |
| 6M | -10.5% | +2.0% | -12.4% | -11.4% |
| YTD | -7.5% | +0.3% | -7.8% | -8.0% |
| 1Y | -8.7% | +4.2% | -12.9% | -10.5% |
| 3Y | +31.4% | +102.2% | -70.9% | +2.3% |
| 5Y | +37.8% | +118.5% | -80.7% | +3.3% |
| All | +143.4% | +313.7% | -170.3% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling