+936.2%
LPLA vs PFGC
+419.1%
+517.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.1% | -2.2% | -0.9% | -2.3% |
| 30D | -0.1% | -11.9% | +11.9% | +4.4% |
| 3M | +23.2% | +5.0% | +18.2% | +20.4% |
| 6M | +15.5% | +8.6% | +6.9% | +11.0% |
| YTD | +0.9% | +9.7% | -8.8% | -4.0% |
| 1Y | +0.2% | -6.3% | +6.5% | +0.7% |
| 3Y | +55.2% | +58.2% | -3.0% | +27.8% |
| 5Y | +145.4% | +110.4% | +35.0% | +77.7% |
| 10Y | +1,229.7% | +272.8% | +956.9% | +630.5% |
| All | +936.2% | +419.1% | +517.1% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling