+15.3%
LQD vs PBF
+55.5%
-40.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | -0.2% | +15.8% | -16.0% | -0.1% |
| 3M | -1.7% | +90.3% | -92.0% | -1.3% |
| 6M | -2.7% | +102.8% | -105.5% | -2.4% |
| YTD | -1.4% | +187.3% | -188.8% | -1.3% |
| 1Y | -1.0% | +161.8% | -162.8% | -0.9% |
| All | +15.3% | +55.5% | -40.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling