-6.0%
LQD vs PSKY
-70.1%
+64.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.3% | +11.6% | -12.9% | -1.6% |
| 3M | -3.2% | +1.5% | -4.7% | -3.3% |
| 6M | -2.1% | +7.7% | -9.8% | -2.4% |
| YTD | -2.4% | -20.1% | +17.8% | -2.0% |
| 1Y | -2.7% | -38.3% | +35.6% | -1.7% |
| 3Y | +14.2% | -17.7% | +31.9% | +13.3% |
| All | -6.0% | -70.1% | +64.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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