+512.4%
LDOS vs PFG
+283.3%
+229.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.9% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +16.4% | +2.8% | +13.5% | +15.7% |
| 3M | +7.4% | -1.0% | +8.4% | +7.5% |
| 6M | -0.3% | +13.6% | -13.9% | -3.1% |
| YTD | -24.0% | +31.1% | -55.1% | -28.4% |
| 1Y | -29.6% | +43.8% | -73.4% | -34.9% |
| 3Y | +35.1% | +75.0% | -39.9% | +19.2% |
| 5Y | +52.9% | +95.2% | -42.3% | +30.8% |
| 10Y | +262.2% | +207.5% | +54.7% | +175.1% |
| All | +512.4% | +283.3% | +229.2% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling