+23.3%
LQD vs PLUG
+48.6%
-25.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | 0.0% | +3.8% | -3.9% | -0.1% |
| 30D | -0.2% | +2.8% | -3.0% | -0.3% |
| 3M | -1.7% | -25.4% | +23.7% | -1.3% |
| 6M | -2.7% | -0.5% | -2.2% | -2.9% |
| YTD | -1.4% | +10.2% | -11.6% | -1.9% |
| 1Y | -1.0% | +53.9% | -54.9% | -2.4% |
| 3Y | +15.1% | -72.7% | +87.8% | +14.7% |
| 5Y | -5.2% | -91.4% | +86.2% | -4.5% |
| 10Y | +23.3% | +58.4% | -35.1% | +21.5% |
| All | +23.3% | +48.6% | -25.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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