+22.2%
LQD vs PWR
+2,415.0%
-2,392.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.1% | -7.7% | +6.6% | -0.8% |
| 3M | -2.3% | -4.9% | +2.6% | -2.3% |
| 6M | -2.9% | +9.7% | -12.6% | -3.5% |
| YTD | -2.3% | +46.7% | -49.0% | -4.2% |
| 1Y | -2.2% | +58.7% | -60.9% | -4.5% |
| 3Y | +14.0% | +200.7% | -186.7% | +7.4% |
| 5Y | -5.8% | +438.6% | -444.3% | -13.7% |
| All | +22.2% | +2,415.0% | -2,392.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PWR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling