+23.3%
LQD vs PLD
+237.0%
-213.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.1% |
| 7D | 0.0% | -0.7% | +0.6% | 0.0% |
| 30D | -0.2% | -2.2% | +2.0% | +0.1% |
| 3M | -1.7% | -7.4% | +5.7% | -0.9% |
| 6M | -2.7% | +1.9% | -4.6% | -3.1% |
| YTD | -1.4% | +7.9% | -9.3% | -2.5% |
| 1Y | -1.0% | +25.1% | -26.1% | -3.9% |
| 3Y | +15.1% | +21.9% | -6.8% | +11.0% |
| 5Y | -5.2% | +16.3% | -21.5% | -9.0% |
| 10Y | +23.3% | +249.9% | -226.5% | +5.0% |
| All | +23.3% | +237.0% | -213.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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