+144.9%
LPLA vs PFGC
+110.5%
+34.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.8% |
| 7D | -2.1% | -2.4% | +0.4% | -1.1% |
| 30D | -3.3% | -15.8% | +12.4% | +3.1% |
| 3M | +23.5% | -0.6% | +24.1% | +23.0% |
| 6M | +12.0% | +10.7% | +1.3% | +6.1% |
| YTD | -1.7% | +7.6% | -9.3% | -6.6% |
| 1Y | +3.2% | -7.8% | +11.0% | +4.7% |
| 3Y | +46.2% | +63.7% | -17.5% | +14.1% |
| 5Y | +144.9% | +112.3% | +32.6% | +63.9% |
| All | +144.9% | +110.5% | +34.4% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling