+14.3%
LQD vs PINS
-19.4%
+33.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +0.5% | -12.0% | +12.5% | +0.9% |
| 3M | -2.3% | -17.9% | +15.6% | -1.8% |
| 6M | -3.1% | -1.0% | -2.0% | -3.2% |
| YTD | -3.0% | -26.0% | +23.1% | -2.4% |
| 1Y | -2.6% | -28.5% | +25.9% | -1.9% |
| 3Y | +15.2% | -39.2% | +54.4% | +15.6% |
| 5Y | -5.2% | -58.3% | +53.2% | -5.1% |
| All | +14.3% | -19.4% | +33.6% | +8.9% |
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