+25.5%
LQD vs PAAS
+207.5%
-182.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -1.5% | -7.0% | +5.5% | -1.2% |
| 30D | +0.9% | -15.3% | +16.2% | +1.6% |
| 3M | -1.7% | -27.7% | +26.0% | -0.3% |
| 6M | -2.8% | -40.5% | +37.7% | -0.7% |
| YTD | -2.8% | -26.5% | +23.8% | -2.0% |
| 1Y | -2.8% | -0.8% | -2.0% | -3.7% |
| 3Y | +15.5% | +196.9% | -181.5% | +6.4% |
| 5Y | -4.9% | +49.2% | -54.1% | -10.2% |
| All | +25.5% | +207.5% | -182.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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