-16.5%
LPLA vs PFG
+46.8%
-63.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +2.0% |
| 7D | +15.7% | +4.9% | +10.8% | +12.2% |
| 30D | -6.2% | +5.7% | -11.8% | -9.4% |
| 3M | -12.0% | +2.6% | -14.6% | -13.4% |
| 6M | -2.7% | +19.8% | -22.5% | -14.2% |
| YTD | -12.5% | +36.3% | -48.8% | -28.8% |
| 1Y | -16.5% | +47.9% | -64.4% | -34.6% |
| All | -16.5% | +46.8% | -63.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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