+22.2%
LQD vs PNR
+66.2%
-44.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.1% | -6.0% | +4.9% | -0.6% |
| 30D | -1.3% | -14.0% | +12.7% | -0.1% |
| 3M | -3.2% | -21.7% | +18.5% | -1.5% |
| 6M | -2.1% | -37.3% | +35.1% | +1.4% |
| YTD | -2.4% | -45.1% | +42.8% | +2.2% |
| 1Y | -2.7% | -49.1% | +46.5% | +2.5% |
| 3Y | +14.2% | -14.8% | +29.0% | +14.3% |
| 5Y | -5.8% | -21.0% | +15.2% | -6.6% |
| All | +22.2% | +66.2% | -44.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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