-1.9%
LQD vs PBR
+74.7%
-76.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.7% | +0.5% |
| 7D | +0.4% | -11.0% | +11.4% | +0.1% |
| 30D | +2.6% | -18.8% | +21.4% | +2.1% |
| 3M | -1.7% | +7.8% | -9.5% | -1.3% |
| 6M | -1.9% | -7.6% | +5.7% | -1.7% |
| YTD | -2.2% | +72.7% | -74.8% | -1.7% |
| 1Y | -1.9% | +72.9% | -74.8% | -1.3% |
| All | -1.9% | +74.7% | -76.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling