+800.4%
LPLA vs PFG
+189.4%
+611.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -3.2% | -2.2% | -0.9% | -1.5% |
| 30D | -8.6% | +6.4% | -15.0% | -12.7% |
| 3M | -18.7% | +2.2% | -20.9% | -20.2% |
| 6M | +4.5% | +16.3% | -11.7% | -7.2% |
| YTD | -15.3% | +33.2% | -48.6% | -32.2% |
| 1Y | -19.9% | +40.6% | -60.5% | -38.5% |
| 3Y | +33.4% | +83.3% | -49.9% | -18.1% |
| 5Y | +87.4% | +97.7% | -10.3% | +6.8% |
| 10Y | +800.4% | +189.9% | +610.6% | +243.9% |
| All | +800.4% | +189.4% | +611.1% | +243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling