-76.0%
PCG vs LDOS
+278.0%
-354.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -13.9% | -5.4% | -8.4% | -12.1% |
| 30D | -16.9% | +4.9% | -21.7% | -18.5% |
| 3M | -14.7% | +7.2% | -21.9% | -17.6% |
| 6M | -23.8% | -24.2% | +0.4% | -16.3% |
| YTD | -10.5% | -25.8% | +15.3% | -2.0% |
| 1Y | -5.1% | -24.7% | +19.6% | +3.0% |
| 3Y | -11.6% | +39.3% | -50.9% | -30.1% |
| 5Y | +59.0% | +43.3% | +15.7% | +20.5% |
| All | -76.0% | +278.0% | -354.0% | -84.9% |
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