+25.2%
LQD vs PM
+264.7%
-239.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.6% | +0.5% | -2.2% | -1.7% |
| 30D | +0.5% | -3.2% | +3.8% | +0.7% |
| 3M | -2.3% | +6.2% | -8.5% | -2.8% |
| 6M | -3.1% | +7.7% | -10.7% | -3.7% |
| YTD | -3.0% | +27.3% | -30.2% | -4.9% |
| 1Y | -2.6% | +32.8% | -35.3% | -4.8% |
| 3Y | +15.2% | +150.0% | -134.8% | +6.5% |
| 5Y | -5.2% | +164.2% | -169.4% | -12.9% |
| All | +25.2% | +264.7% | -239.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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