+15.2%
LQD vs PENG
+209.7%
-194.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | -0.2% |
| 7D | -1.6% | +13.2% | -14.9% | -1.8% |
| 30D | +0.5% | -29.9% | +30.5% | +1.0% |
| 3M | -2.3% | -22.2% | +19.9% | -2.2% |
| 6M | -3.1% | -1.9% | -1.2% | -3.8% |
| YTD | -3.0% | +142.1% | -145.1% | -5.8% |
| 1Y | -2.6% | +151.5% | -154.1% | -5.5% |
| 3Y | +15.2% | +206.9% | -191.8% | +10.1% |
| All | +15.2% | +209.7% | -194.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling