-18.4%
PCG vs LDOS
+35.2%
-53.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +1.9% | -2.8% | +4.7% | +2.2% |
| 30D | +8.5% | +13.6% | -5.1% | +7.0% |
| 3M | -22.9% | +4.2% | -27.1% | -23.3% |
| 6M | -16.8% | -8.2% | -8.5% | -16.1% |
| YTD | -15.8% | -24.1% | +8.3% | -13.5% |
| 1Y | -16.0% | -31.2% | +15.2% | -12.2% |
| All | -18.4% | +35.2% | -53.6% | -30.2% |
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 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