+47.6%
LDOS vs PFGC
+138.1%
-90.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -1.6% | +3.4% | -5.0% | -2.3% |
| 30D | +8.2% | +16.9% | -8.7% | +4.9% |
| 3M | -8.2% | +6.4% | -14.6% | -9.5% |
| 6M | +5.8% | +16.0% | -10.2% | +2.3% |
| YTD | -27.0% | +23.6% | -50.6% | -30.7% |
| 1Y | -31.0% | +16.6% | -47.6% | -33.7% |
| 3Y | +29.3% | +82.3% | -53.0% | +11.1% |
| All | +47.6% | +138.1% | -90.5% | +15.6% |
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