+189.9%
LQD vs PFG
+719.5%
-529.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.4% | +5.5% | -5.9% | -0.5% |
| 30D | -0.8% | +2.4% | -3.1% | -0.8% |
| 3M | -1.9% | +13.6% | -15.5% | -2.2% |
| 6M | -2.7% | +27.9% | -30.5% | -3.2% |
| YTD | -1.3% | +35.6% | -36.8% | -1.9% |
| 1Y | 0.0% | +48.5% | -48.5% | -0.9% |
| 3Y | +14.9% | +66.9% | -52.0% | +13.5% |
| 5Y | -4.6% | +111.0% | -115.5% | -6.2% |
| 10Y | +22.0% | +244.5% | -222.5% | +18.0% |
| All | +189.9% | +719.5% | -529.5% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling