-76.7%
PCG vs LPLA
+892.4%
-969.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.4% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | +0.1% | -7.7% | +7.7% | +1.7% |
| 3M | -24.4% | -15.7% | -8.7% | -21.6% |
| 6M | -17.7% | +0.8% | -18.5% | -19.3% |
| YTD | -17.4% | -14.2% | -3.2% | -16.1% |
| 1Y | -19.4% | -17.9% | -1.5% | -17.2% |
| 3Y | -18.6% | +36.1% | -54.7% | -32.0% |
| 5Y | +10.2% | +90.3% | -80.1% | -23.3% |
| 10Y | -76.7% | +841.0% | -917.7% | -88.6% |
| All | -76.7% | +892.4% | -969.1% | -88.6% |
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