-31.7%
LDOS vs PFG
+41.5%
-73.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.9% |
| 30D | +10.1% | +6.4% | +3.8% | +8.5% |
| 3M | -4.7% | +2.2% | -6.9% | -5.3% |
| 6M | +5.6% | +16.3% | -10.7% | +2.2% |
| YTD | -25.1% | +33.2% | -58.3% | -29.2% |
| 1Y | -31.7% | +40.6% | -72.3% | -36.2% |
| All | -31.7% | +41.5% | -73.2% | -36.2% |
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