+789.7%
LPLA vs PFGC
+484.2%
+305.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.6% | +15.0% | -11.4% | -1.6% |
| 30D | -6.8% | +17.0% | -23.8% | -12.1% |
| 3M | -17.0% | -2.5% | -14.6% | -16.7% |
| 6M | +1.8% | +19.2% | -17.4% | -5.3% |
| YTD | -13.4% | +23.4% | -36.8% | -21.2% |
| 1Y | -17.5% | +13.9% | -31.4% | -22.8% |
| 3Y | +36.5% | +82.0% | -45.5% | +6.7% |
| 5Y | +92.6% | +128.7% | -36.0% | +35.3% |
| 10Y | +809.2% | +361.5% | +447.7% | +362.3% |
| All | +789.7% | +484.2% | +305.5% | +343.3% |
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