+14.2%
LQD vs PFG
+70.6%
-56.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -1.3% | +2.9% | -4.2% | -1.5% |
| 3M | -3.2% | +6.7% | -9.9% | -3.7% |
| 6M | -2.1% | +33.8% | -35.9% | -4.4% |
| YTD | -2.4% | +35.0% | -37.3% | -4.7% |
| 1Y | -2.7% | +46.4% | -49.1% | -5.7% |
| 3Y | +14.2% | +71.7% | -57.5% | +7.0% |
| All | +14.2% | +70.6% | -56.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling