-2.8%
LQD vs PCG
-20.7%
+17.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -1.5% | -2.0% | +0.4% | -1.5% |
| 30D | +0.9% | -2.7% | +3.6% | +0.9% |
| 3M | -1.7% | -25.1% | +23.4% | -1.0% |
| 6M | -2.8% | -22.3% | +19.5% | -2.2% |
| YTD | -2.8% | -18.5% | +15.7% | -2.0% |
| 1Y | -2.8% | -21.8% | +19.0% | -1.3% |
| All | -2.8% | -20.7% | +17.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling