+22.6%
LQD vs PR
+101.2%
-78.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | -0.6% | +17.4% | -18.0% | -0.6% |
| 3M | -1.2% | +21.8% | -23.0% | -1.2% |
| 6M | -1.9% | +27.6% | -29.5% | -2.0% |
| YTD | -1.3% | +71.4% | -72.7% | -1.3% |
| 1Y | -1.0% | +78.3% | -79.3% | -1.1% |
| 3Y | +15.2% | +85.5% | -70.2% | +15.1% |
| 5Y | -4.4% | +422.7% | -427.1% | -4.5% |
| 10Y | +22.6% | +87.1% | -64.5% | +23.2% |
| All | +22.6% | +101.2% | -78.6% | +23.2% |
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