-5.8%
LQD vs PSA
+13.0%
-18.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.1% | -3.6% | +2.6% | -0.6% |
| 30D | -1.1% | -9.4% | +8.3% | +0.2% |
| 3M | -2.3% | -8.2% | +5.8% | -1.3% |
| 6M | -2.9% | -1.8% | -1.1% | -2.9% |
| YTD | -2.3% | +15.7% | -18.1% | -4.6% |
| 1Y | -2.2% | +6.3% | -8.5% | -3.4% |
| 3Y | +14.0% | +21.6% | -7.5% | +9.8% |
| 5Y | -5.8% | +13.5% | -19.2% | -8.8% |
| All | -5.8% | +13.0% | -18.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling