+26.0%
LQD vs PR
+72.8%
-46.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +1.7% | -4.6% | +6.4% | +1.7% |
| 3M | -0.7% | +4.7% | -5.4% | -0.7% |
| 6M | -2.2% | +12.4% | -14.7% | -2.3% |
| YTD | -1.9% | +62.9% | -64.7% | -2.0% |
| 1Y | -2.0% | +70.6% | -72.6% | -2.1% |
| 3Y | +16.5% | +90.0% | -73.5% | +16.3% |
| 5Y | -4.2% | +255.5% | -259.7% | -4.3% |
| 10Y | +26.0% | +78.7% | -52.8% | +26.1% |
| All | +26.0% | +72.8% | -46.8% | +26.1% |
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