+21.0%
LQD vs PDD
+192.6%
-171.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -1.5% | -7.6% | +6.1% | -1.4% |
| 30D | +0.9% | -5.4% | +6.3% | +1.0% |
| 3M | -1.7% | -12.9% | +11.2% | -1.5% |
| 6M | -2.8% | -19.0% | +16.2% | -2.5% |
| YTD | -2.8% | -31.6% | +28.9% | -2.3% |
| 1Y | -2.8% | -43.0% | +40.2% | -2.1% |
| 3Y | +15.5% | -28.9% | +44.4% | +15.5% |
| 5Y | -4.9% | -18.4% | +13.4% | -6.2% |
| All | +21.0% | +192.6% | -171.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling