+52.9%
LDOS vs PFGC
+131.9%
-79.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | +12.5% | -16.2% | -6.0% |
| 30D | +16.4% | +17.0% | -0.6% | +12.8% |
| 3M | +7.4% | -2.1% | +9.5% | +7.6% |
| 6M | -0.3% | +25.9% | -26.2% | -5.3% |
| YTD | -24.0% | +22.0% | -46.0% | -27.7% |
| 1Y | -29.6% | +14.8% | -44.4% | -32.1% |
| 3Y | +35.1% | +80.8% | -45.7% | +16.6% |
| 5Y | +52.9% | +126.0% | -73.0% | +22.3% |
| All | +52.9% | +131.9% | -79.0% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling