-22.1%
LPLA vs PFGC
+13.9%
-36.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -2.9% | +0.3% | -3.1% | -2.9% |
| 30D | -10.2% | +16.1% | -26.4% | -12.1% |
| 3M | -22.3% | +2.4% | -24.7% | -23.4% |
| 6M | -0.6% | +15.7% | -16.3% | -3.0% |
| YTD | -17.9% | +22.3% | -40.2% | -21.7% |
| 1Y | -22.1% | +13.9% | -36.0% | -25.6% |
| All | -22.1% | +13.9% | -36.0% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling