+25.2%
LQD vs PFE
+46.7%
-21.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +0.5% | +0.3% | +0.2% | +0.5% |
| 3M | -2.3% | +9.4% | -11.7% | -2.9% |
| 6M | -3.1% | +14.9% | -17.9% | -4.0% |
| YTD | -3.0% | +23.8% | -26.8% | -4.4% |
| 1Y | -2.6% | +19.5% | -22.1% | -3.8% |
| 3Y | +15.2% | +21.0% | -5.9% | +13.1% |
| 5Y | -5.2% | -23.9% | +18.7% | -4.2% |
| All | +25.2% | +46.7% | -21.5% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling