+15.0%
LQD vs PINS
-19.8%
+34.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | -6.6% | +5.5% | -0.9% |
| 30D | -1.3% | -16.8% | +15.5% | -0.8% |
| 3M | -3.2% | -11.4% | +8.2% | -3.0% |
| 6M | -2.1% | -1.7% | -0.4% | -2.2% |
| YTD | -2.4% | -26.4% | +24.1% | -1.7% |
| 1Y | -2.7% | -45.5% | +42.8% | -1.3% |
| 3Y | +14.2% | -31.7% | +45.9% | +14.1% |
| 5Y | -5.8% | -64.9% | +59.1% | -5.3% |
| All | +15.0% | -19.8% | +34.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling