+1,248.2%
PANW vs LQD
+22.3%
+1,226.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -1.1% | +0.3% | +0.1% |
| 30D | -14.6% | -1.3% | -13.3% | -13.7% |
| 3M | +18.3% | -3.2% | +21.5% | +21.4% |
| 6M | +100.5% | -2.1% | +102.6% | +104.3% |
| YTD | +79.5% | -2.4% | +81.9% | +83.1% |
| 1Y | +66.7% | -2.7% | +69.4% | +70.5% |
| 3Y | +161.2% | +14.2% | +147.0% | +136.0% |
| 5Y | +322.2% | -5.8% | +328.0% | +334.8% |
| All | +1,248.2% | +22.3% | +1,226.0% | +1,196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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