-4.4%
LQD vs PLD
+16.6%
-21.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -0.6% | -1.2% | +0.6% | -0.4% |
| 3M | -1.2% | -2.3% | +1.1% | -1.0% |
| 6M | -1.9% | +4.5% | -6.5% | -2.7% |
| YTD | -1.3% | +10.1% | -11.4% | -2.7% |
| 1Y | -1.0% | +25.9% | -26.9% | -4.2% |
| 3Y | +15.2% | +24.4% | -9.2% | +10.5% |
| 5Y | -4.4% | +15.5% | -19.9% | -8.6% |
| All | -4.4% | +16.6% | -21.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling