-31.2%
LDOS vs PFG
+46.8%
-78.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.2% |
| 7D | -2.8% | +4.9% | -7.7% | -3.9% |
| 30D | +13.6% | +5.7% | +7.9% | +12.1% |
| 3M | +4.2% | +2.6% | +1.7% | +3.6% |
| 6M | -8.2% | +19.8% | -28.0% | -11.8% |
| YTD | -24.1% | +36.3% | -60.4% | -28.9% |
| 1Y | -31.2% | +47.9% | -79.1% | -37.3% |
| All | -31.2% | +46.8% | -78.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling