+34.0%
LQD vs PFGC
+409.4%
-375.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.2% | -2.4% | +2.7% | +0.3% |
| 30D | -0.6% | -15.8% | +15.2% | 0.0% |
| 3M | -1.2% | -0.6% | -0.6% | -1.2% |
| 6M | -1.9% | +10.7% | -12.6% | -2.4% |
| YTD | -1.3% | +7.6% | -8.9% | -1.7% |
| 1Y | -1.0% | -7.8% | +6.8% | -0.9% |
| 3Y | +15.2% | +63.7% | -48.5% | +12.8% |
| 5Y | -4.4% | +112.3% | -116.7% | -7.6% |
| 10Y | +22.6% | +286.7% | -264.1% | +17.1% |
| All | +34.0% | +409.4% | -375.4% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling