+763.5%
LPLA vs PFGC
+351.2%
+412.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.2% | +1.5% | -4.7% | -3.7% |
| 30D | -8.6% | +17.4% | -26.0% | -14.0% |
| 3M | -18.7% | -2.4% | -16.3% | -18.3% |
| 6M | +4.5% | +18.2% | -13.7% | -2.5% |
| YTD | -15.3% | +23.7% | -39.0% | -23.1% |
| 1Y | -19.9% | +15.0% | -34.8% | -25.3% |
| 3Y | +33.4% | +82.3% | -48.9% | +4.1% |
| 5Y | +87.4% | +131.9% | -44.5% | +30.7% |
| All | +763.5% | +351.2% | +412.4% | +396.6% |
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