+184.9%
LQD vs PEP
+569.5%
-384.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 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% | -3.1% |
| YTD | -3.0% | +4.4% | -7.4% | -3.3% |
| 1Y | -2.6% | +4.4% | -6.9% | -2.9% |
| 3Y | +15.2% | -3.4% | +18.6% | +15.0% |
| 5Y | -5.2% | +5.2% | -10.3% | -5.8% |
| 10Y | +24.6% | +92.1% | -67.6% | +21.0% |
| All | +184.9% | +569.5% | -384.6% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling