+189.9%
LQD vs PAAS
+1,098.9%
-909.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -0.8% | +6.8% | -7.6% | -1.0% |
| 3M | -1.9% | -2.9% | +1.0% | -2.0% |
| 6M | -2.7% | -16.4% | +13.8% | -2.4% |
| YTD | -1.3% | 0.0% | -1.3% | -1.6% |
| 1Y | 0.0% | +54.3% | -54.3% | -1.7% |
| 3Y | +14.9% | +230.7% | -215.8% | +9.8% |
| 5Y | -4.6% | +111.6% | -116.2% | -8.2% |
| 10Y | +22.0% | +211.7% | -189.7% | +14.7% |
| All | +189.9% | +1,098.9% | -909.0% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling