+3.2%
PEP vs HYG
+18.4%
-15.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | -1.4% | -0.7% | -0.6% | -0.9% |
| 30D | -0.2% | -0.6% | +0.4% | +0.1% |
| 3M | -4.3% | +0.4% | -4.7% | -4.6% |
| 6M | -13.2% | +1.2% | -14.4% | -13.9% |
| YTD | -1.9% | +1.5% | -3.4% | -2.8% |
| 1Y | -0.3% | +3.2% | -3.5% | -2.3% |
| 3Y | -13.6% | +25.9% | -39.5% | -25.6% |
| All | +3.2% | +18.4% | -15.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling