-16.0%
PCG vs LDOS
-27.6%
+11.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +1.9% | -2.8% | +4.7% | +1.9% |
| 30D | +8.5% | +13.6% | -5.1% | +8.5% |
| 3M | -22.9% | +4.2% | -27.1% | -22.8% |
| 6M | -16.8% | -8.2% | -8.5% | -17.5% |
| YTD | -15.8% | -24.1% | +8.3% | -17.0% |
| 1Y | -16.0% | -31.2% | +15.2% | -18.2% |
| All | -16.0% | -27.6% | +11.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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