+55.9%
LPLA vs PENG
+101.4%
-45.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.9% |
| 7D | -3.1% | +4.5% | -7.6% | -3.5% |
| 30D | -0.1% | -7.1% | +7.0% | +0.4% |
| 3M | +23.2% | -27.3% | +50.5% | +24.8% |
| 6M | +15.5% | +169.6% | -154.0% | -2.3% |
| YTD | +0.9% | +164.6% | -163.7% | -14.7% |
| 1Y | +0.2% | +109.5% | -109.3% | -13.5% |
| All | +55.9% | +101.4% | -45.5% | +30.1% |
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