+92.6%
LPLA vs PFG
+102.7%
-10.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +3.6% | +3.0% | +0.7% | +1.5% |
| 30D | -6.8% | +8.2% | -14.9% | -11.9% |
| 3M | -17.0% | +2.7% | -19.7% | -18.8% |
| 6M | +1.8% | +17.2% | -15.4% | -9.8% |
| YTD | -13.4% | +34.8% | -48.1% | -30.8% |
| 1Y | -17.5% | +43.6% | -61.1% | -37.2% |
| 3Y | +36.5% | +85.4% | -49.0% | -16.4% |
| 5Y | +92.6% | +102.2% | -9.5% | +0.1% |
| All | +92.6% | +102.7% | -10.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling