-5.0%
LQD vs PCAR
+101.4%
-106.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | +2.4% | -4.6% | +6.9% | +2.7% |
| 3M | -0.9% | -22.6% | +21.7% | +0.7% |
| 6M | -2.3% | -12.0% | +9.6% | -1.6% |
| YTD | -1.7% | -6.1% | +4.4% | -1.6% |
| 1Y | -1.6% | +6.3% | -8.0% | -2.3% |
| 3Y | +17.6% | +31.8% | -14.2% | +13.9% |
| All | -5.0% | +101.4% | -106.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling