-4.9%
LQD vs PFG
+107.2%
-112.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | +3.2% | -3.3% | -0.3% |
| 30D | -0.2% | +0.9% | -1.1% | -0.3% |
| 3M | -1.7% | +7.7% | -9.4% | -2.2% |
| 6M | -2.7% | +29.0% | -31.6% | -4.4% |
| YTD | -1.4% | +32.5% | -33.9% | -3.4% |
| 1Y | -1.0% | +47.3% | -48.3% | -3.7% |
| 3Y | +15.1% | +68.2% | -53.2% | +10.4% |
| All | -4.9% | +107.2% | -112.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling