+1,222.4%
LPLA vs PFGC
+287.3%
+935.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -1.5% | -3.7% | +2.2% | -0.2% |
| 30D | -6.0% | -16.0% | +10.0% | -0.1% |
| 3M | +21.4% | -4.1% | +25.5% | +22.6% |
| 6M | +12.1% | +8.7% | +3.4% | +7.7% |
| YTD | -1.8% | +6.4% | -8.2% | -5.6% |
| 1Y | +3.2% | -8.4% | +11.6% | +4.6% |
| 3Y | +45.9% | +61.8% | -15.8% | +19.3% |
| 5Y | +144.7% | +108.7% | +35.9% | +77.9% |
| 10Y | +1,222.4% | +298.1% | +924.3% | +710.7% |
| All | +1,222.4% | +287.3% | +935.1% | +710.7% |
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