-1.9%
LQD vs PFE
+35.1%
-37.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.6% |
| 7D | +0.4% | +4.6% | -4.1% | +0.1% |
| 30D | +2.6% | +12.3% | -9.7% | +2.0% |
| 3M | -1.7% | +21.2% | -22.9% | -2.7% |
| 6M | -1.9% | +21.1% | -23.0% | -2.9% |
| YTD | -2.2% | +30.0% | -32.2% | -3.7% |
| 1Y | -1.9% | +35.6% | -37.5% | -3.9% |
| All | -1.9% | +35.1% | -37.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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