+287.0%
PEP vs HYG
+153.0%
+134.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +0.3% | -0.1% | +0.4% | +0.4% |
| 3M | -3.2% | +0.7% | -3.9% | -3.7% |
| 6M | -13.6% | +1.5% | -15.1% | -14.5% |
| YTD | -1.9% | +1.9% | -3.8% | -3.2% |
| 1Y | -0.6% | +3.7% | -4.3% | -3.1% |
| 3Y | -13.6% | +26.5% | -40.1% | -26.3% |
| 5Y | +3.2% | +19.0% | -15.7% | -8.5% |
| 10Y | +79.1% | +56.5% | +22.6% | +35.4% |
| All | +287.0% | +153.0% | +134.0% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling