-20.4%
LPLA vs PENG
+88.9%
-109.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -2.1% |
| 7D | +4.1% | -19.4% | +23.6% | +4.5% |
| 30D | -9.0% | -42.4% | +33.4% | -7.8% |
| 3M | -17.6% | -25.6% | +8.0% | -17.6% |
| 6M | -8.8% | +7.3% | -16.1% | -16.9% |
| YTD | -17.0% | +113.9% | -130.9% | -35.4% |
| 1Y | -20.4% | +93.6% | -114.0% | -37.0% |
| All | -20.4% | +88.9% | -109.4% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling