+17.9%
PG vs HYG
+1.2%
+16.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +4.1% | -0.4% | +4.4% | +4.3% |
| 30D | +13.3% | 0.0% | +13.3% | +13.3% |
| 3M | +14.6% | -2.3% | +16.9% | +16.8% |
| 6M | +17.0% | -1.3% | +18.3% | +18.1% |
| YTD | +20.0% | -0.3% | +20.2% | +20.3% |
| 1Y | +17.9% | +1.2% | +16.8% | +17.8% |
| All | +17.9% | +1.2% | +16.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling