+22.2%
LQD vs PPG
+26.9%
-4.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | -6.2% | +5.1% | -0.6% |
| 30D | -1.3% | -7.9% | +6.7% | -0.7% |
| 3M | -3.2% | -10.2% | +7.0% | -2.5% |
| 6M | -2.1% | +2.7% | -4.8% | -2.5% |
| YTD | -2.4% | +4.9% | -7.2% | -3.0% |
| 1Y | -2.7% | -3.2% | +0.5% | -2.7% |
| 3Y | +14.2% | -17.0% | +31.2% | +15.0% |
| 5Y | -5.8% | -23.3% | +17.5% | -5.5% |
| All | +22.2% | +26.9% | -4.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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