+189.9%
LQD vs PRU
+732.2%
-542.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | +1.9% | -2.3% | -0.4% |
| 30D | -0.8% | +2.7% | -3.5% | -0.8% |
| 3M | -1.9% | +19.5% | -21.4% | -2.2% |
| 6M | -2.7% | +26.6% | -29.3% | -3.1% |
| YTD | -1.3% | +12.3% | -13.6% | -1.5% |
| 1Y | 0.0% | +18.0% | -18.1% | -0.3% |
| 3Y | +14.9% | +47.0% | -32.1% | +14.0% |
| 5Y | -4.6% | +48.4% | -53.0% | -5.4% |
| 10Y | +22.0% | +142.4% | -120.5% | +19.3% |
| All | +189.9% | +732.2% | -542.3% | +185.9% |
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