+107.8%
LQD vs PM
+752.6%
-644.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | -0.4% | -4.9% | +4.5% | -0.1% |
| 30D | -0.8% | -3.4% | +2.6% | -0.6% |
| 3M | -1.9% | +5.2% | -7.1% | -2.3% |
| 6M | -2.7% | +3.7% | -6.4% | -3.0% |
| YTD | -1.3% | +15.8% | -17.0% | -2.4% |
| 1Y | 0.0% | +17.4% | -17.4% | -1.3% |
| 3Y | +14.9% | +116.9% | -102.0% | +8.5% |
| 5Y | -4.6% | +117.3% | -121.9% | -10.1% |
| 10Y | +22.0% | +193.8% | -171.8% | +11.8% |
| All | +107.8% | +752.6% | -644.8% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling