+716.4%
LPLA vs PENG
+689.3%
+27.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +1.0% |
| 7D | -0.9% | +13.2% | -14.2% | -3.3% |
| 30D | -9.5% | -29.9% | +20.4% | -5.5% |
| 3M | -21.9% | -22.2% | +0.4% | -20.9% |
| 6M | -2.6% | -1.9% | -0.7% | -10.2% |
| YTD | -17.8% | +142.1% | -159.9% | -38.5% |
| 1Y | -21.2% | +151.5% | -172.7% | -41.5% |
| 3Y | +30.6% | +206.9% | -176.3% | -13.7% |
| 5Y | +81.3% | +58.2% | +23.1% | +29.0% |
| All | +716.4% | +689.3% | +27.1% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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