-5.8%
LQD vs PFGC
+105.5%
-111.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -1.1% | -4.8% | +3.8% | -0.8% |
| 30D | -1.1% | -17.2% | +16.1% | -0.1% |
| 3M | -2.3% | -6.3% | +4.0% | -2.0% |
| 6M | -2.9% | +8.8% | -11.7% | -3.5% |
| YTD | -2.3% | +4.9% | -7.2% | -2.8% |
| 1Y | -2.2% | -9.5% | +7.3% | -1.9% |
| 3Y | +14.0% | +59.6% | -45.6% | +9.9% |
| 5Y | -5.8% | +113.5% | -119.3% | -10.7% |
| All | -5.8% | +105.5% | -111.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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