+236.4%
LDOS vs PFG
+189.4%
+47.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -1.3% | -2.2% | +0.9% | -0.5% |
| 30D | +10.1% | +6.4% | +3.8% | +7.5% |
| 3M | -4.7% | +2.2% | -6.9% | -5.7% |
| 6M | +5.6% | +16.3% | -10.7% | -0.6% |
| YTD | -25.1% | +33.2% | -58.3% | -33.3% |
| 1Y | -31.7% | +40.6% | -72.3% | -40.4% |
| 3Y | +33.7% | +83.3% | -49.6% | +3.2% |
| 5Y | +54.4% | +97.7% | -43.4% | +12.4% |
| 10Y | +236.4% | +189.9% | +46.6% | +86.6% |
| All | +236.4% | +189.4% | +47.1% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling