+22.2%
LQD vs PYPL
+44.3%
-22.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -1.3% | -9.0% | +7.7% | -0.8% |
| 3M | -3.2% | +30.6% | -33.8% | -4.8% |
| 6M | -2.1% | +18.6% | -20.7% | -3.3% |
| YTD | -2.4% | -7.2% | +4.8% | -2.4% |
| 1Y | -2.7% | -19.3% | +16.6% | -2.0% |
| 3Y | +14.2% | -12.3% | +26.5% | +13.4% |
| 5Y | -5.8% | -80.9% | +75.1% | +0.2% |
| All | +22.2% | +44.3% | -22.1% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling