+186.9%
LQD vs PPG
+527.8%
-340.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -1.1% | -5.1% | +4.1% | -0.9% |
| 30D | -1.1% | -9.6% | +8.4% | -0.8% |
| 3M | -2.3% | -6.4% | +4.1% | -2.2% |
| 6M | -2.9% | +0.5% | -3.4% | -3.0% |
| YTD | -2.3% | +4.4% | -6.7% | -2.5% |
| 1Y | -2.2% | -0.9% | -1.3% | -2.3% |
| 3Y | +14.0% | -17.0% | +31.0% | +14.3% |
| 5Y | -5.8% | -23.7% | +17.9% | -5.7% |
| 10Y | +22.2% | +25.9% | -3.7% | +21.4% |
| All | +186.9% | +527.8% | -340.9% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling