-51.0%
PCG vs LDOS
+508.5%
-559.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | +8.5% | +13.6% | -5.1% | +4.1% |
| 3M | -22.9% | +4.2% | -27.1% | -24.3% |
| 6M | -16.8% | -8.2% | -8.5% | -15.6% |
| YTD | -15.8% | -24.1% | +8.3% | -10.3% |
| 1Y | -16.0% | -31.2% | +15.2% | -7.8% |
| 3Y | -18.9% | +35.0% | -53.9% | -30.3% |
| 5Y | +17.4% | +52.6% | -35.2% | -4.8% |
| 10Y | -76.4% | +261.9% | -338.3% | -84.6% |
| All | -51.0% | +508.5% | -559.5% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling