-6.0%
LQD vs PBR
+552.2%
-558.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.1% | +5.4% | -6.5% | -1.2% |
| 30D | -1.3% | +22.9% | -24.2% | -1.6% |
| 3M | -3.2% | +19.6% | -22.8% | -3.5% |
| 6M | -2.1% | +16.5% | -18.6% | -2.5% |
| YTD | -2.4% | +86.7% | -89.0% | -3.8% |
| 1Y | -2.7% | +74.7% | -77.4% | -4.0% |
| 3Y | +14.2% | +102.6% | -88.4% | +12.1% |
| All | -6.0% | +552.2% | -558.2% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling