+15.2%
LQD vs PTC
-8.0%
+23.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.2% |
| 7D | +0.2% | -12.8% | +13.0% | +0.7% |
| 30D | -0.6% | -9.8% | +9.2% | -0.3% |
| 3M | -1.2% | -2.1% | +0.9% | -1.2% |
| 6M | -1.9% | -18.1% | +16.2% | -1.1% |
| YTD | -1.3% | -23.5% | +22.2% | -0.1% |
| 1Y | -1.0% | -37.4% | +36.3% | +1.3% |
| 3Y | +15.2% | -7.2% | +22.5% | +12.8% |
| All | +15.2% | -8.0% | +23.3% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling