+250.5%
LDOS vs PFGC
+347.9%
-97.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | -7.2% | +8.5% | -15.7% | -8.7% |
| 30D | +16.8% | +15.0% | +1.8% | +13.7% |
| 3M | -1.6% | -6.2% | +4.6% | -0.7% |
| 6M | -1.0% | +15.7% | -16.7% | -4.0% |
| YTD | -25.8% | +19.6% | -45.3% | -28.9% |
| 1Y | -31.1% | +13.2% | -44.3% | -33.3% |
| 3Y | +32.8% | +77.0% | -44.2% | +17.1% |
| 5Y | +49.4% | +121.5% | -72.1% | +23.8% |
| All | +250.5% | +347.9% | -97.4% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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