+162.7%
PFE vs HYG
+151.8%
+10.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -4.0% | -0.7% | -3.3% | -3.4% |
| 30D | +3.9% | -0.6% | +4.4% | +4.4% |
| 3M | +9.9% | +0.4% | +9.5% | +9.5% |
| 6M | +5.3% | +1.2% | +4.1% | +4.3% |
| YTD | +16.8% | +1.5% | +15.3% | +15.4% |
| 1Y | +20.4% | +3.2% | +17.3% | +17.5% |
| 3Y | -2.1% | +25.9% | -28.0% | -18.4% |
| 5Y | -21.0% | +18.6% | -39.6% | -31.2% |
| 10Y | +34.6% | +55.8% | -21.2% | -4.4% |
| All | +162.7% | +151.8% | +10.9% | +35.2% |
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 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