+22.7%
LQD vs PDD
+196.6%
-174.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | -0.2% | -15.5% | +15.3% | 0.0% |
| 3M | -1.7% | -4.1% | +2.4% | -1.6% |
| 6M | -2.7% | -23.4% | +20.7% | -2.3% |
| YTD | -1.4% | -30.7% | +29.2% | -1.0% |
| 1Y | -1.0% | -37.6% | +36.6% | -0.4% |
| 3Y | +15.1% | -17.5% | +32.6% | +14.8% |
| 5Y | -5.2% | -24.6% | +19.4% | -6.4% |
| All | +22.7% | +196.6% | -174.0% | +19.9% |
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