-76.2%
PCG vs LDOS
+254.8%
-331.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -0.5% | +1.9% | -2.3% | -1.1% |
| 30D | +0.8% | +12.8% | -12.0% | -3.8% |
| 3M | -22.0% | -1.0% | -21.0% | -22.2% |
| 6M | -17.1% | +6.2% | -23.3% | -20.0% |
| YTD | -16.9% | -23.2% | +6.4% | -10.4% |
| 1Y | -19.1% | -29.5% | +10.4% | -9.7% |
| 3Y | -19.4% | +37.1% | -56.5% | -36.1% |
| 5Y | +9.0% | +55.6% | -46.6% | -21.2% |
| 10Y | -76.2% | +249.4% | -325.6% | -85.6% |
| All | -76.2% | +254.8% | -331.0% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling