+23.0%
LQD vs PENG
+762.7%
-739.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.1% |
| 7D | -0.4% | +4.5% | -4.9% | -0.5% |
| 30D | -0.8% | -7.1% | +6.3% | -0.7% |
| 3M | -1.9% | -27.3% | +25.3% | -1.7% |
| 6M | -2.7% | +169.6% | -172.2% | -4.8% |
| YTD | -1.3% | +164.6% | -165.9% | -3.5% |
| 1Y | 0.0% | +109.5% | -109.5% | -2.0% |
| 3Y | +14.9% | +98.9% | -84.0% | +11.9% |
| 5Y | -4.6% | +116.3% | -120.8% | -7.8% |
| All | +23.0% | +762.7% | -739.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling