+738.1%
LPLA vs PFGC
+351.0%
+387.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.9% | +3.4% | -4.3% | -2.1% |
| 30D | -9.5% | +16.9% | -26.4% | -14.6% |
| 3M | -21.9% | +6.4% | -28.3% | -23.9% |
| 6M | -2.6% | +16.0% | -18.6% | -8.6% |
| YTD | -17.8% | +23.6% | -41.4% | -25.3% |
| 1Y | -21.2% | +16.6% | -37.8% | -26.9% |
| 3Y | +30.6% | +82.3% | -51.6% | +2.0% |
| 5Y | +81.3% | +138.7% | -57.4% | +25.2% |
| All | +738.1% | +351.0% | +387.1% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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