+724.1%
LPLA vs PENG
+597.2%
+126.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -3.9% |
| 7D | +4.1% | -19.4% | +23.6% | +6.9% |
| 30D | -9.0% | -42.4% | +33.4% | -1.7% |
| 3M | -17.6% | -25.6% | +8.0% | -16.0% |
| 6M | -8.8% | +7.3% | -16.1% | -17.9% |
| YTD | -17.0% | +113.9% | -130.9% | -36.4% |
| 1Y | -20.4% | +93.6% | -114.0% | -37.9% |
| 3Y | +35.4% | +170.2% | -134.8% | -8.4% |
| 5Y | +79.7% | +44.2% | +35.5% | +29.9% |
| All | +724.1% | +597.2% | +126.9% | +366.8% |
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