+1,222.4%
LPLA vs PEGA
+170.9%
+1,051.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -1.5% | -6.1% | +4.6% | 0.0% |
| 30D | -6.0% | +6.4% | -12.4% | -7.7% |
| 3M | +21.4% | +2.9% | +18.5% | +19.2% |
| 6M | +12.1% | -23.8% | +35.9% | +18.1% |
| YTD | -1.8% | -41.1% | +39.2% | +9.6% |
| 1Y | +3.2% | -38.2% | +41.4% | +13.1% |
| 3Y | +45.9% | +49.8% | -3.9% | +17.5% |
| 5Y | +144.7% | -48.0% | +192.7% | +183.1% |
| 10Y | +1,222.4% | +173.1% | +1,049.3% | +766.4% |
| All | +1,222.4% | +170.9% | +1,051.6% | +766.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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