+23.3%
LQD vs PRU
+135.5%
-112.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | 0.0% | -1.9% | +1.8% | 0.0% |
| 30D | -0.2% | -2.6% | +2.4% | -0.1% |
| 3M | -1.7% | +14.7% | -16.4% | -2.2% |
| 6M | -2.7% | +25.7% | -28.4% | -3.5% |
| YTD | -1.4% | +8.3% | -9.7% | -1.8% |
| 1Y | -1.0% | +17.3% | -18.3% | -1.7% |
| 3Y | +15.1% | +43.2% | -28.1% | +13.2% |
| 5Y | -5.2% | +43.5% | -48.7% | -6.9% |
| 10Y | +23.3% | +134.6% | -111.2% | +18.5% |
| All | +23.3% | +135.5% | -112.2% | +18.5% |
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