-21.2%
LPLA vs PFG
+37.6%
-58.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -0.9% | +2.4% | -3.3% | -2.4% |
| 30D | -9.5% | +5.9% | -15.4% | -12.6% |
| 3M | -21.9% | -0.4% | -21.4% | -21.5% |
| 6M | -2.6% | +14.8% | -17.5% | -11.8% |
| YTD | -17.8% | +31.9% | -49.7% | -31.9% |
| 1Y | -21.2% | +38.8% | -60.0% | -36.8% |
| All | -21.2% | +37.6% | -58.8% | -36.8% |
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