+189.9%
LQD vs PWR
+28,202.0%
-28,012.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.4% | +3.6% | -4.0% | -0.5% |
| 30D | -0.8% | -8.6% | +7.8% | -0.6% |
| 3M | -1.9% | -13.2% | +11.2% | -1.7% |
| 6M | -2.7% | +9.9% | -12.6% | -2.9% |
| YTD | -1.3% | +48.0% | -49.3% | -2.0% |
| 1Y | 0.0% | +66.2% | -66.2% | -1.0% |
| 3Y | +14.9% | +195.1% | -180.2% | +12.4% |
| 5Y | -4.6% | +442.6% | -447.1% | -7.5% |
| 10Y | +22.0% | +2,334.2% | -2,312.2% | +15.7% |
| All | +189.9% | +28,202.0% | -28,012.1% | +179.4% |
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