-5.2%
LQD vs PTC
-0.9%
-4.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | 0.0% | -13.6% | +13.5% | +0.8% |
| 30D | -0.2% | -14.7% | +14.5% | +0.7% |
| 3M | -1.7% | -5.9% | +4.2% | -1.5% |
| 6M | -2.7% | -21.1% | +18.4% | -1.3% |
| YTD | -1.4% | -26.0% | +24.6% | +0.4% |
| 1Y | -1.0% | -36.8% | +35.8% | +2.1% |
| 3Y | +15.1% | -10.3% | +25.3% | +13.9% |
| 5Y | -5.2% | +1.2% | -6.4% | -9.3% |
| All | -5.2% | -0.9% | -4.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling