+24.8%
LQD vs PR
+65.1%
-40.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +0.2% | -9.5% | +9.7% | +0.2% |
| 30D | +1.4% | -5.7% | +7.1% | +1.4% |
| 3M | -1.1% | +3.0% | -4.1% | -1.1% |
| 6M | -2.9% | +11.8% | -14.8% | -3.0% |
| YTD | -2.3% | +58.5% | -60.8% | -2.4% |
| 1Y | -2.1% | +69.9% | -72.0% | -2.2% |
| 3Y | +15.9% | +84.9% | -69.0% | +15.8% |
| 5Y | -4.9% | +246.4% | -251.4% | -5.0% |
| 10Y | +24.8% | +70.3% | -45.4% | +24.9% |
| All | +24.8% | +65.1% | -40.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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