+189.9%
LQD vs PLD
+1,014.9%
-824.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | -0.8% | -2.4% | +1.7% | -0.7% |
| 3M | -1.9% | -3.8% | +1.9% | -1.8% |
| 6M | -2.7% | 0.0% | -2.7% | -2.7% |
| YTD | -1.3% | +9.2% | -10.5% | -1.6% |
| 1Y | 0.0% | +25.9% | -25.9% | -0.7% |
| 3Y | +14.9% | +21.3% | -6.4% | +14.0% |
| 5Y | -4.6% | +14.1% | -18.7% | -5.4% |
| 10Y | +22.0% | +237.9% | -215.9% | +19.1% |
| All | +189.9% | +1,014.9% | -824.9% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling