-19.4%
PCG vs LDOS
+35.4%
-54.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | 0.0% | -3.7% | +3.7% | +0.3% |
| 30D | +5.8% | +16.4% | -10.5% | +4.1% |
| 3M | -22.8% | +7.4% | -30.2% | -23.5% |
| 6M | -18.4% | -0.3% | -18.1% | -18.6% |
| YTD | -16.9% | -24.0% | +7.2% | -14.6% |
| 1Y | -17.6% | -29.6% | +12.0% | -14.2% |
| All | -19.4% | +35.4% | -54.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling