+252.0%
LDOS vs PFGC
+360.0%
-108.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.6% |
| 7D | -5.8% | +10.8% | -16.7% | -7.7% |
| 30D | +11.6% | +17.8% | -6.2% | +8.1% |
| 3M | -1.0% | -2.7% | +1.7% | -0.8% |
| 6M | +5.1% | +20.0% | -15.0% | +1.1% |
| YTD | -24.0% | +24.3% | -48.3% | -27.8% |
| 1Y | -30.3% | +13.2% | -43.5% | -32.5% |
| 3Y | +37.0% | +85.9% | -49.0% | +19.5% |
| 5Y | +53.4% | +141.0% | -87.7% | +25.0% |
| 10Y | +252.0% | +370.6% | -118.7% | +166.2% |
| All | +252.0% | +360.0% | -108.0% | +166.2% |
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