+13.4%
PG vs HYG
+18.4%
-5.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +0.8% | -0.7% | +1.6% | +1.3% |
| 3M | -1.3% | -0.2% | -1.1% | -1.2% |
| 6M | -3.8% | +1.4% | -5.3% | -4.6% |
| YTD | +3.6% | +1.5% | +2.2% | +2.7% |
| 1Y | -5.7% | +2.9% | -8.6% | -7.4% |
| 3Y | +1.6% | +25.6% | -24.1% | -11.9% |
| All | +13.4% | +18.4% | -5.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling