+189.9%
LQD vs PEG
+1,105.2%
-915.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | -0.6% | -1.9% | +1.3% | -0.5% |
| 3M | -1.2% | -3.7% | +2.5% | -1.0% |
| 6M | -1.9% | -9.4% | +7.5% | -1.4% |
| YTD | -1.3% | -6.0% | +4.7% | -1.0% |
| 1Y | -1.0% | -4.4% | +3.3% | -0.8% |
| 3Y | +15.2% | +33.5% | -18.3% | +12.9% |
| 5Y | -4.4% | +35.7% | -40.2% | -6.6% |
| 10Y | +22.6% | +140.4% | -117.8% | +15.9% |
| All | +189.9% | +1,105.2% | -915.3% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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