+330.8%
PBF vs LPLA
+1,459.9%
-1,129.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +4.3% | -3.1% | +7.4% | +6.0% |
| 30D | +22.0% | -0.1% | +22.1% | +22.0% |
| 3M | +74.5% | +23.2% | +51.3% | +53.8% |
| 6M | +67.7% | +15.5% | +52.1% | +50.1% |
| YTD | +179.2% | +0.9% | +178.3% | +166.8% |
| 1Y | +170.0% | +0.2% | +169.8% | +155.3% |
| 3Y | +66.4% | +55.2% | +11.2% | +14.6% |
| 5Y | +764.5% | +145.4% | +619.1% | +320.8% |
| 10Y | +358.5% | +1,229.7% | -871.1% | +17.0% |
| All | +330.8% | +1,459.9% | -1,129.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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