+188.1%
LQD vs PWR
+27,460.2%
-27,272.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | -0.5% | +4.7% | -5.3% | -0.6% |
| 30D | +1.7% | -12.5% | +14.2% | +1.9% |
| 3M | -0.7% | -9.3% | +8.6% | -0.6% |
| 6M | -2.2% | -22.2% | +19.9% | -2.0% |
| YTD | -1.9% | +44.2% | -46.0% | -2.7% |
| 1Y | -2.0% | +35.5% | -37.6% | -2.7% |
| 3Y | +16.5% | +250.4% | -234.0% | +13.6% |
| 5Y | -4.2% | +425.6% | -429.8% | -7.2% |
| 10Y | +26.0% | +1,874.2% | -1,848.3% | +19.6% |
| All | +188.1% | +27,460.2% | -27,272.1% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling