-2.0%
LQD vs PR
+73.4%
-75.4%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +1.7% | -4.6% | +6.4% | +1.5% |
| 3M | -0.7% | +4.7% | -5.4% | -0.4% |
| 6M | -2.2% | +12.4% | -14.7% | -1.5% |
| YTD | -1.9% | +62.9% | -64.7% | -0.8% |
| 1Y | -2.0% | +70.6% | -72.6% | -1.2% |
| All | -2.0% | +73.4% | -75.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling