-5.2%
LQD vs PINS
-66.4%
+61.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.1% | +0.1% |
| 7D | 0.0% | -13.9% | +13.8% | +0.3% |
| 30D | -0.2% | -25.0% | +24.8% | +0.6% |
| 3M | -1.7% | -16.6% | +14.9% | -1.3% |
| 6M | -2.7% | -7.0% | +4.3% | -2.6% |
| YTD | -1.4% | -29.4% | +28.0% | -0.7% |
| 1Y | -1.0% | -49.9% | +48.9% | +0.6% |
| 3Y | +15.1% | -33.6% | +48.7% | +14.9% |
| 5Y | -5.2% | -66.8% | +61.7% | -7.4% |
| All | -5.2% | -66.4% | +61.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling