+23.3%
LQD vs PCAR
+361.0%
-337.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.2% | -6.9% | +6.7% | +0.2% |
| 3M | -1.7% | +2.1% | -3.8% | -1.8% |
| 6M | -2.7% | +1.6% | -4.3% | -2.9% |
| YTD | -1.4% | +12.2% | -13.7% | -2.1% |
| 1Y | -1.0% | +28.0% | -29.0% | -2.4% |
| 3Y | +15.1% | +61.0% | -45.9% | +11.7% |
| 5Y | -5.2% | +163.9% | -169.1% | -10.3% |
| 10Y | +23.3% | +367.9% | -344.6% | +16.0% |
| All | +23.3% | +361.0% | -337.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PCAR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling