-1.4%
LQD vs PCOR
-4.3%
+3.0%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +0.9% | +22.2% | -21.3% | +0.5% |
| 30D | +2.2% | +36.0% | -33.8% | +1.6% |
| 3M | -0.9% | +34.0% | -34.9% | -1.5% |
| 6M | -2.2% | +43.5% | -45.7% | -2.9% |
| YTD | -1.6% | +5.1% | -6.7% | -1.3% |
| All | -1.4% | -4.3% | +3.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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