-31.3%
LDOS vs PFGC
+13.9%
-45.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -3.5% | +0.3% | -3.7% | -3.5% |
| 30D | +9.5% | +16.1% | -6.6% | +8.2% |
| 3M | -6.3% | +2.4% | -8.7% | -6.8% |
| 6M | +2.8% | +15.7% | -12.9% | +1.5% |
| YTD | -26.6% | +22.3% | -48.9% | -27.9% |
| 1Y | -31.3% | +13.9% | -45.2% | -30.8% |
| All | -31.3% | +13.9% | -45.1% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling