+32.8%
LDOS vs PFGC
+77.4%
-44.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | -7.2% | +8.5% | -15.7% | -8.4% |
| 30D | +16.8% | +15.0% | +1.8% | +14.3% |
| 3M | -1.6% | -6.2% | +4.6% | -0.8% |
| 6M | -1.0% | +15.7% | -16.7% | -3.6% |
| YTD | -25.8% | +19.6% | -45.3% | -28.5% |
| 1Y | -31.1% | +13.2% | -44.3% | -32.8% |
| 3Y | +32.8% | +77.0% | -44.2% | +19.2% |
| All | +32.8% | +77.4% | -44.6% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling