-4.4%
LQD vs PENG
+107.7%
-112.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.2% | +7.8% | -7.5% | +0.1% |
| 30D | -0.6% | -12.2% | +11.6% | -0.3% |
| 3M | -1.2% | -20.6% | +19.4% | -1.0% |
| 6M | -1.9% | +180.9% | -182.9% | -5.5% |
| YTD | -1.3% | +162.3% | -163.5% | -4.7% |
| 1Y | -1.0% | +107.3% | -108.3% | -4.0% |
| 3Y | +15.2% | +110.8% | -95.5% | +10.2% |
| 5Y | -4.4% | +117.8% | -122.2% | -10.7% |
| All | -4.4% | +107.7% | -112.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling