+25.5%
LQD vs PLUG
-16.2%
+41.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.8% | +7.9% | -0.7% |
| 7D | -1.5% | -8.1% | +6.6% | -1.4% |
| 30D | +0.9% | -20.5% | +21.4% | +1.2% |
| 3M | -1.7% | -45.9% | +44.2% | -0.8% |
| 6M | -2.8% | -65.2% | +62.4% | -1.3% |
| YTD | -2.8% | -37.1% | +34.3% | -2.4% |
| 1Y | -2.8% | -54.6% | +51.8% | -2.0% |
| 3Y | +15.5% | -64.9% | +80.3% | +14.7% |
| 5Y | -4.9% | -97.1% | +92.2% | -2.9% |
| All | +25.5% | -16.2% | +41.7% | +24.5% |
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