+186.9%
LQD vs PNR
+507.0%
-320.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -1.1% | -5.5% | +4.4% | -0.9% |
| 30D | -1.1% | -15.6% | +14.4% | -0.5% |
| 3M | -2.3% | -20.2% | +17.9% | -1.7% |
| 6M | -2.9% | -36.6% | +33.7% | -1.5% |
| YTD | -2.3% | -45.0% | +42.7% | -0.4% |
| 1Y | -2.2% | -47.4% | +45.3% | -0.1% |
| 3Y | +14.0% | -13.7% | +27.7% | +14.3% |
| 5Y | -5.8% | -20.8% | +15.0% | -5.9% |
| 10Y | +22.2% | +65.2% | -43.0% | +19.5% |
| All | +186.9% | +507.0% | -320.1% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling