-6.0%
LQD vs PNC
+51.4%
-57.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | -4.4% | +3.1% | -1.0% |
| 3M | -3.2% | +5.2% | -8.4% | -3.6% |
| 6M | -2.1% | +20.6% | -22.8% | -3.4% |
| YTD | -2.4% | +19.8% | -22.1% | -3.6% |
| 1Y | -2.7% | +24.4% | -27.1% | -4.2% |
| 3Y | +14.2% | +131.2% | -117.0% | +7.2% |
| All | -6.0% | +51.4% | -57.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling