+25.2%
LQD vs PTC
+312.5%
-287.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +0.5% | +1.2% | -0.7% | +0.5% |
| 3M | -2.3% | +27.4% | -29.7% | -3.9% |
| 6M | -3.1% | +39.2% | -42.2% | -5.3% |
| YTD | -3.0% | +12.5% | -15.5% | -4.0% |
| 1Y | -2.6% | +12.3% | -14.8% | -3.6% |
| 3Y | +15.2% | +28.8% | -13.6% | +12.3% |
| 5Y | -5.2% | +60.9% | -66.0% | -9.5% |
| All | +25.2% | +312.5% | -287.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling