+15.2%
LQD vs PRU
+46.6%
-31.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.2% | +1.9% | -1.7% | +0.1% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -1.2% | +16.4% | -17.6% | -2.0% |
| 6M | -1.9% | +26.0% | -28.0% | -3.2% |
| YTD | -1.3% | +9.9% | -11.2% | -1.9% |
| 1Y | -1.0% | +18.8% | -19.8% | -2.0% |
| 3Y | +15.2% | +45.4% | -30.1% | +9.9% |
| All | +15.2% | +46.6% | -31.4% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling