+32.8%
PFE vs HYG
+56.1%
-23.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.6% | -0.7% | -1.9% | -1.9% |
| 30D | +5.4% | -0.7% | +6.1% | +6.1% |
| 3M | +7.8% | -0.2% | +8.0% | +8.0% |
| 6M | +5.0% | +1.4% | +3.6% | +3.6% |
| YTD | +17.1% | +1.5% | +15.6% | +15.4% |
| 1Y | +19.3% | +2.9% | +16.4% | +16.1% |
| 3Y | -0.9% | +25.6% | -26.6% | -20.3% |
| 5Y | -20.8% | +18.6% | -39.3% | -32.4% |
| All | +32.8% | +56.1% | -23.2% | -10.0% |
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 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