+189.9%
LQD vs PCG
+89.2%
+100.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.1% |
| 7D | -0.4% | -13.9% | +13.5% | -0.1% |
| 30D | -0.8% | -16.9% | +16.1% | -0.4% |
| 3M | -1.9% | -14.7% | +12.8% | -1.6% |
| 6M | -2.7% | -23.8% | +21.2% | -2.1% |
| YTD | -1.3% | -10.5% | +9.2% | -1.1% |
| 1Y | 0.0% | -5.1% | +5.1% | 0.0% |
| 3Y | +14.9% | -11.6% | +26.5% | +14.9% |
| 5Y | -4.6% | +59.0% | -63.6% | -6.0% |
| 10Y | +22.0% | -75.7% | +97.7% | +22.3% |
| All | +189.9% | +89.2% | +100.8% | +189.2% |
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