+30.6%
LPLA vs PENG
+209.7%
-179.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +0.5% |
| 7D | -0.9% | +13.2% | -14.2% | -2.0% |
| 30D | -9.5% | -29.9% | +20.4% | -7.5% |
| 3M | -21.9% | -22.2% | +0.4% | -21.4% |
| 6M | -2.6% | -1.9% | -0.7% | -7.8% |
| YTD | -17.8% | +142.1% | -159.9% | -33.4% |
| 1Y | -21.2% | +151.5% | -172.7% | -36.5% |
| 3Y | +30.6% | +206.9% | -176.3% | +8.6% |
| All | +30.6% | +209.7% | -179.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling