+75.3%
PEP vs HYG
+56.1%
+19.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.0% | -0.7% | -0.2% | -0.2% |
| 30D | -0.7% | -0.7% | +0.1% | +0.1% |
| 3M | -4.1% | -0.2% | -3.9% | -4.0% |
| 6M | -13.1% | +1.4% | -14.5% | -14.4% |
| YTD | -2.1% | +1.5% | -3.6% | -3.6% |
| 1Y | -1.7% | +2.9% | -4.5% | -4.6% |
| 3Y | -15.1% | +25.6% | -40.7% | -33.5% |
| 5Y | +3.1% | +18.6% | -15.4% | -12.9% |
| All | +75.3% | +56.1% | +19.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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