+1,222.4%
LPLA vs PFG
+239.8%
+982.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | -1.5% | +3.2% | -4.8% | -4.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.9% |
| 3M | +21.4% | +7.7% | +13.7% | +14.3% |
| 6M | +12.1% | +29.0% | -16.9% | -8.0% |
| YTD | -1.8% | +32.5% | -34.3% | -21.1% |
| 1Y | +3.2% | +47.3% | -44.1% | -23.8% |
| 3Y | +45.9% | +68.2% | -22.3% | -4.5% |
| 5Y | +144.7% | +108.5% | +36.2% | +33.7% |
| 10Y | +1,222.4% | +241.4% | +981.1% | +329.3% |
| All | +1,222.4% | +239.8% | +982.7% | +329.3% |
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