+23.3%
LQD vs PCG
-76.0%
+99.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | 0.0% |
| 7D | 0.0% | +6.5% | -6.5% | -0.2% |
| 30D | -0.2% | -16.7% | +16.5% | +0.2% |
| 3M | -1.7% | -14.2% | +12.5% | -1.4% |
| 6M | -2.7% | -21.5% | +18.8% | -2.2% |
| YTD | -1.4% | -11.2% | +9.8% | -1.2% |
| 1Y | -1.0% | -4.2% | +3.2% | -1.0% |
| 3Y | +15.1% | -14.9% | +29.9% | +15.2% |
| 5Y | -5.2% | +54.2% | -59.4% | -6.5% |
| 10Y | +23.3% | -75.3% | +98.6% | +22.5% |
| All | +23.3% | -76.0% | +99.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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