+184.9%
LQD vs PWR
+27,191.4%
-27,006.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -2.3% | -10.5% | +8.2% | -2.2% |
| 6M | -3.1% | -22.2% | +19.1% | -2.8% |
| YTD | -3.0% | +42.7% | -45.7% | -3.7% |
| 1Y | -2.6% | +41.1% | -43.7% | -3.3% |
| 3Y | +15.2% | +242.7% | -227.6% | +12.4% |
| 5Y | -5.2% | +418.5% | -423.7% | -8.1% |
| 10Y | +24.6% | +1,855.0% | -1,830.4% | +18.3% |
| All | +184.9% | +27,191.4% | -27,006.5% | +174.6% |
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