-2.6%
LQD vs PWR
+34.5%
-37.0%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.6% | +11.3% | -12.9% | -1.8% |
| 30D | +0.5% | -8.9% | +9.4% | +0.7% |
| 3M | -2.3% | -10.5% | +8.2% | -2.2% |
| 6M | -3.1% | -22.2% | +19.1% | -2.4% |
| YTD | -3.0% | +42.7% | -45.7% | -5.1% |
| 1Y | -2.6% | +41.1% | -43.7% | -4.7% |
| All | -2.6% | +34.5% | -37.0% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling