+35.0%
LQD vs PYPL
+41.5%
-6.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | -0.6% | -9.7% | +9.2% | -0.1% |
| 3M | -1.2% | +29.2% | -30.4% | -2.7% |
| 6M | -1.9% | +13.9% | -15.8% | -2.8% |
| YTD | -1.3% | -8.1% | +6.8% | -1.2% |
| 1Y | -1.0% | -21.4% | +20.4% | -0.3% |
| 3Y | +15.2% | -11.8% | +27.1% | +14.5% |
| 5Y | -4.4% | -81.1% | +76.7% | +0.7% |
| 10Y | +22.6% | +36.9% | -14.3% | +23.1% |
| All | +35.0% | +41.5% | -6.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PYPL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling