+1,350.8%
LPLA vs PFG
+607.3%
+743.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.7% |
| 7D | -3.1% | +5.5% | -8.6% | -6.8% |
| 30D | -0.1% | +2.4% | -2.4% | -1.9% |
| 3M | +23.2% | +13.6% | +9.6% | +12.6% |
| 6M | +15.5% | +27.9% | -12.3% | -2.7% |
| YTD | +0.9% | +35.6% | -34.7% | -18.4% |
| 1Y | +0.2% | +48.5% | -48.3% | -24.1% |
| 3Y | +55.2% | +66.9% | -11.6% | +7.0% |
| 5Y | +145.4% | +111.0% | +34.5% | +43.7% |
| 10Y | +1,229.7% | +244.5% | +985.2% | +440.0% |
| All | +1,350.8% | +607.3% | +743.5% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling