-5.2%
LQD vs PAAS
+122.5%
-127.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | 0.0% | +2.6% | -2.7% | -0.2% |
| 30D | -0.2% | +2.5% | -2.7% | -0.4% |
| 3M | -1.7% | +15.1% | -16.8% | -2.5% |
| 6M | -2.7% | -12.1% | +9.4% | -2.4% |
| YTD | -1.4% | +3.1% | -4.5% | -2.2% |
| 1Y | -1.0% | +50.8% | -51.8% | -4.2% |
| 3Y | +15.1% | +259.5% | -244.4% | +2.7% |
| 5Y | -5.2% | +126.3% | -131.5% | -14.4% |
| All | -5.2% | +122.5% | -127.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling