+189.0%
LQD vs PRU
+732.4%
-543.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | +0.1% |
| 7D | +0.9% | +3.2% | -2.2% | +0.9% |
| 30D | +2.2% | +7.9% | -5.7% | +2.1% |
| 3M | -0.9% | +1.8% | -2.7% | -1.0% |
| 6M | -2.2% | +24.1% | -26.3% | -2.6% |
| YTD | -1.6% | +12.4% | -14.0% | -1.8% |
| 1Y | -1.3% | +20.9% | -22.2% | -1.7% |
| 3Y | +17.4% | +55.5% | -38.1% | +16.4% |
| 5Y | -5.2% | +42.7% | -47.8% | -5.9% |
| 10Y | +25.7% | +106.1% | -80.5% | +23.1% |
| All | +189.0% | +732.4% | -543.5% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling