+15.2%
LQD vs PCG
-10.8%
+26.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.2% |
| 7D | +0.2% | +5.4% | -5.2% | -0.1% |
| 30D | -0.6% | -15.1% | +14.5% | +0.3% |
| 3M | -1.2% | -9.8% | +8.6% | -0.8% |
| 6M | -1.9% | -18.0% | +16.1% | -0.9% |
| YTD | -1.3% | -7.2% | +6.0% | -1.2% |
| 1Y | -1.0% | +2.9% | -3.9% | -1.9% |
| 3Y | +15.2% | -11.1% | +26.3% | +13.3% |
| All | +15.2% | -10.8% | +26.0% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling