+23.3%
LQD vs PWR
+2,448.5%
-2,425.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.1% |
| 30D | -0.2% | -5.1% | +4.9% | 0.0% |
| 3M | -1.7% | -9.4% | +7.7% | -1.4% |
| 6M | -2.7% | +10.4% | -13.1% | -3.3% |
| YTD | -1.4% | +48.6% | -50.1% | -3.4% |
| 1Y | -1.0% | +68.0% | -69.0% | -3.5% |
| 3Y | +15.1% | +204.7% | -189.7% | +8.3% |
| 5Y | -5.2% | +451.9% | -457.1% | -13.3% |
| All | +23.3% | +2,448.5% | -2,425.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling