-2.6%
LQD vs PEP
+5.0%
-7.6%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.3% |
| 7D | -1.6% | +2.9% | -4.5% | -1.7% |
| 30D | +0.5% | +12.5% | -12.0% | +0.2% |
| 3M | -2.3% | +4.5% | -6.8% | -2.6% |
| 6M | -3.1% | -0.5% | -2.6% | -3.2% |
| YTD | -3.0% | +4.4% | -7.4% | -2.9% |
| 1Y | -2.6% | +4.4% | -6.9% | -2.5% |
| All | -2.6% | +5.0% | -7.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling