+188.1%
LQD vs PCG
+74.0%
+114.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +1.7% | -0.5% | +2.2% | +1.7% |
| 3M | -0.7% | -24.0% | +23.3% | -0.1% |
| 6M | -2.2% | -18.6% | +16.4% | -1.8% |
| YTD | -1.9% | -17.7% | +15.8% | -1.5% |
| 1Y | -2.0% | -20.0% | +18.0% | -1.6% |
| 3Y | +16.5% | -20.2% | +36.7% | +16.8% |
| 5Y | -4.2% | +8.4% | -12.6% | -4.8% |
| 10Y | +26.0% | -76.4% | +102.4% | +26.4% |
| All | +188.1% | +74.0% | +114.1% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling