+743.7%
LPLA vs PFGC
+478.7%
+265.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -2.8% | +0.3% | -3.0% | -2.8% |
| 30D | -10.2% | +16.1% | -26.3% | -15.0% |
| 3M | -22.3% | +2.4% | -24.6% | -23.2% |
| 6M | -0.5% | +15.7% | -16.2% | -6.4% |
| YTD | -17.9% | +22.3% | -40.1% | -25.1% |
| 1Y | -22.0% | +13.9% | -35.9% | -27.1% |
| 3Y | +29.4% | +80.3% | -50.9% | +1.5% |
| 5Y | +81.2% | +136.1% | -54.9% | +25.9% |
| 10Y | +773.4% | +347.9% | +425.5% | +348.8% |
| All | +743.7% | +478.7% | +265.0% | +321.8% |
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