+21.5%
LQD vs PDD
+199.6%
-178.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +0.2% | -1.0% | +1.1% | +0.2% |
| 30D | +1.4% | -2.4% | +3.8% | +1.5% |
| 3M | -1.1% | -14.6% | +13.5% | -0.9% |
| 6M | -2.9% | -19.6% | +16.7% | -2.7% |
| YTD | -2.3% | -30.0% | +27.6% | -1.9% |
| 1Y | -2.1% | -42.5% | +40.4% | -1.4% |
| 3Y | +15.9% | -27.2% | +43.1% | +15.9% |
| 5Y | -4.9% | -8.2% | +3.3% | -6.3% |
| All | +21.5% | +199.6% | -178.1% | +18.7% |
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