+144.9%
LPLA vs PFG
+110.7%
+34.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.5% |
| 7D | -2.1% | +6.0% | -8.1% | -6.4% |
| 30D | -3.3% | +2.2% | -5.6% | -5.1% |
| 3M | +23.5% | +10.4% | +13.2% | +14.5% |
| 6M | +12.0% | +27.8% | -15.8% | -7.0% |
| YTD | -1.7% | +33.6% | -35.3% | -21.1% |
| 1Y | +3.2% | +49.3% | -46.1% | -24.0% |
| 3Y | +46.2% | +69.7% | -23.5% | -4.3% |
| 5Y | +144.9% | +111.3% | +33.6% | +25.5% |
| All | +144.9% | +110.7% | +34.2% | +25.5% |
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