+25.2%
LQD vs PRU
+99.2%
-74.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -1.6% | +3.6% | -5.3% | -1.8% |
| 30D | +0.5% | +8.9% | -8.3% | +0.2% |
| 3M | -2.3% | +0.2% | -2.5% | -2.4% |
| 6M | -3.1% | +23.7% | -26.8% | -3.9% |
| YTD | -3.0% | +13.7% | -16.7% | -3.6% |
| 1Y | -2.6% | +20.6% | -23.2% | -3.3% |
| 3Y | +15.2% | +56.3% | -41.1% | +12.9% |
| 5Y | -5.2% | +42.3% | -47.5% | -7.0% |
| All | +25.2% | +99.2% | -74.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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