+203.7%
PNC vs LDOS
+254.8%
-51.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +0.8% | +1.9% | -1.0% | +0.1% |
| 30D | +6.5% | +12.8% | -6.3% | +1.2% |
| 3M | -7.3% | -1.0% | -6.3% | -7.4% |
| 6M | +8.5% | +6.2% | +2.3% | +4.3% |
| YTD | +14.5% | -23.2% | +37.7% | +24.8% |
| 1Y | +29.1% | -29.5% | +58.6% | +46.3% |
| 3Y | +113.7% | +37.1% | +76.7% | +68.4% |
| 5Y | +35.7% | +55.6% | -19.9% | -3.0% |
| 10Y | +203.7% | +249.4% | -45.8% | +73.8% |
| All | +203.7% | +254.8% | -51.2% | +73.8% |
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