+189.9%
LQD vs PSA
+1,846.5%
-1,656.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.2% | -0.4% | +0.7% | +0.3% |
| 30D | -0.6% | -8.2% | +7.6% | -0.3% |
| 3M | -1.2% | -2.1% | +0.9% | -1.2% |
| 6M | -1.9% | -0.2% | -1.7% | -2.0% |
| YTD | -1.3% | +18.5% | -19.8% | -1.8% |
| 1Y | -1.0% | +6.6% | -7.6% | -1.3% |
| 3Y | +15.2% | +24.5% | -9.2% | +14.4% |
| 5Y | -4.4% | +13.6% | -18.0% | -5.0% |
| 10Y | +22.6% | +102.0% | -79.4% | +20.8% |
| All | +189.9% | +1,846.5% | -1,656.6% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling