+23.5%
LQD vs PCAR
+363.4%
-339.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -0.6% | -7.7% | +7.1% | -0.2% |
| 3M | -1.2% | +3.7% | -4.9% | -1.4% |
| 6M | -1.9% | +2.3% | -4.2% | -2.2% |
| YTD | -1.3% | +12.8% | -14.1% | -2.0% |
| 1Y | -1.0% | +27.8% | -28.8% | -2.4% |
| 3Y | +15.2% | +61.8% | -46.5% | +11.8% |
| 5Y | -4.4% | +168.2% | -172.6% | -9.6% |
| All | +23.5% | +363.4% | -339.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling