+17.4%
LQD vs PENG
+191.6%
-174.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.1% | 0.0% |
| 7D | +0.9% | -3.8% | +4.7% | +0.9% |
| 30D | +2.2% | -40.1% | +42.3% | +2.9% |
| 3M | -0.9% | -21.8% | +20.9% | -0.8% |
| 6M | -2.2% | +3.3% | -5.5% | -3.1% |
| YTD | -1.6% | +133.6% | -135.2% | -4.4% |
| 1Y | -1.3% | +110.7% | -112.0% | -4.0% |
| 3Y | +17.4% | +204.3% | -186.8% | +12.0% |
| All | +17.4% | +191.6% | -174.2% | +12.0% |
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