+22.4%
LQD vs PDD
+203.8%
-181.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.2% |
| 7D | +0.9% | -1.4% | +2.4% | +0.9% |
| 30D | +2.2% | -1.0% | +3.3% | +2.2% |
| 3M | -0.9% | -12.3% | +11.3% | -0.8% |
| 6M | -2.2% | -18.5% | +16.3% | -2.0% |
| YTD | -1.6% | -29.0% | +27.4% | -1.2% |
| 1Y | -1.3% | -40.7% | +39.4% | -0.6% |
| 3Y | +17.4% | -25.7% | +43.1% | +17.4% |
| 5Y | -5.2% | -3.3% | -1.9% | -6.7% |
| All | +22.4% | +203.8% | -181.3% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling