+359.1%
PCAR vs LPLA
+1,194.2%
-835.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.9% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -7.7% | -3.3% | -4.4% | -6.8% |
| 3M | +3.7% | +23.5% | -19.8% | -3.6% |
| 6M | +2.3% | +12.0% | -9.7% | -2.4% |
| YTD | +12.8% | -1.7% | +14.5% | +11.6% |
| 1Y | +27.8% | +3.2% | +24.5% | +23.7% |
| 3Y | +61.8% | +46.2% | +15.6% | +33.8% |
| 5Y | +168.2% | +144.9% | +23.3% | +74.4% |
| 10Y | +359.1% | +1,195.1% | -836.0% | +58.6% |
| All | +359.1% | +1,194.2% | -835.1% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling