-1.2%
PFE vs HYG
+25.7%
-26.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -4.0% | -0.7% | -3.3% | -3.2% |
| 30D | +3.9% | -0.6% | +4.4% | +4.6% |
| 3M | +9.9% | +0.4% | +9.5% | +9.4% |
| 6M | +5.3% | +1.2% | +4.1% | +3.9% |
| YTD | +16.8% | +1.5% | +15.3% | +14.9% |
| 1Y | +20.4% | +3.2% | +17.3% | +16.4% |
| All | -1.2% | +25.7% | -26.9% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling