+189.9%
LQD vs PFE
+159.9%
+30.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.4% | +1.8% | -2.2% | -0.5% |
| 30D | -0.8% | +10.2% | -11.0% | -1.1% |
| 3M | -1.9% | +12.7% | -14.6% | -2.4% |
| 6M | -2.7% | +10.5% | -13.2% | -3.0% |
| YTD | -1.3% | +20.2% | -21.4% | -2.0% |
| 1Y | 0.0% | +24.1% | -24.1% | -0.9% |
| 3Y | +14.9% | -3.6% | +18.5% | +14.6% |
| 5Y | -4.6% | -20.9% | +16.3% | -4.3% |
| 10Y | +22.0% | +35.8% | -13.9% | +20.3% |
| All | +189.9% | +159.9% | +30.0% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling