+36.1%
LPLA vs PENG
+191.6%
-155.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.3% | -5.9% | +2.7% |
| 7D | +2.3% | -3.8% | +6.1% | +2.2% |
| 30D | -7.7% | -40.1% | +32.4% | -4.4% |
| 3M | -15.7% | -21.8% | +6.1% | -15.3% |
| 6M | +0.8% | +3.3% | -2.5% | -5.5% |
| YTD | -14.2% | +133.6% | -147.9% | -30.3% |
| 1Y | -17.9% | +110.7% | -128.6% | -32.4% |
| 3Y | +36.1% | +204.3% | -168.2% | +12.5% |
| All | +36.1% | +191.6% | -155.6% | +12.5% |
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