+15.2%
LQD vs PWR
+206.3%
-191.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.1% |
| 7D | +0.2% | +4.5% | -4.3% | +0.1% |
| 30D | -0.6% | -4.9% | +4.3% | -0.4% |
| 3M | -1.2% | -7.9% | +6.7% | -1.0% |
| 6M | -1.9% | +18.3% | -20.3% | -2.8% |
| YTD | -1.3% | +51.5% | -52.8% | -3.0% |
| 1Y | -1.0% | +70.3% | -71.3% | -3.2% |
| 3Y | +15.2% | +210.6% | -195.4% | +7.7% |
| All | +15.2% | +206.3% | -191.0% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling