-1.0%
LQD vs PCOR
-30.9%
+29.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.2% |
| 7D | -0.4% | -9.0% | +8.6% | 0.0% |
| 30D | -0.8% | +4.2% | -4.9% | -1.0% |
| 3M | -1.9% | +14.4% | -16.3% | -2.6% |
| 6M | -2.7% | +0.2% | -2.8% | -3.0% |
| YTD | -1.3% | -20.3% | +19.0% | -0.6% |
| 1Y | 0.0% | -16.1% | +16.1% | +0.3% |
| 3Y | +14.9% | -14.7% | +29.6% | +14.0% |
| 5Y | -4.6% | -43.2% | +38.6% | -6.5% |
| All | -1.0% | -30.9% | +29.9% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling