+187.0%
LQD vs PRU
+739.2%
-552.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +1.3% | +8.5% | -7.2% | +1.2% |
| 3M | -1.1% | +1.7% | -2.8% | -1.1% |
| 6M | -2.6% | +24.8% | -27.4% | -3.0% |
| YTD | -2.3% | +13.3% | -15.5% | -2.5% |
| 1Y | -2.4% | +21.4% | -23.8% | -2.8% |
| 3Y | +16.0% | +54.8% | -38.8% | +15.1% |
| 5Y | -4.6% | +42.4% | -46.9% | -5.4% |
| 10Y | +25.5% | +98.4% | -73.0% | +22.9% |
| All | +187.0% | +739.2% | -552.2% | +182.9% |
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