+188.6%
LQD vs PLD
+938.8%
-750.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +2.4% | -0.3% | +2.6% | +2.4% |
| 3M | -0.9% | -8.0% | +7.1% | -0.7% |
| 6M | -2.3% | -9.8% | +7.5% | -2.1% |
| YTD | -1.7% | +1.8% | -3.5% | -1.8% |
| 1Y | -1.6% | +5.6% | -7.2% | -1.8% |
| 3Y | +17.6% | +33.3% | -15.7% | +16.4% |
| 5Y | -5.3% | +0.3% | -5.6% | -5.8% |
| 10Y | +23.3% | +241.6% | -218.3% | +20.5% |
| All | +188.6% | +938.8% | -750.2% | +176.4% |
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