-75.2%
PCG vs LPLA
+1,194.2%
-1,269.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.2% | +4.3% |
| 7D | +5.4% | -2.1% | +7.5% | +6.0% |
| 30D | -15.1% | -3.3% | -11.8% | -14.5% |
| 3M | -9.8% | +23.5% | -33.3% | -15.5% |
| 6M | -18.0% | +12.0% | -30.0% | -21.5% |
| YTD | -7.2% | -1.7% | -5.6% | -8.5% |
| 1Y | +2.9% | +3.2% | -0.4% | -0.6% |
| 3Y | -11.1% | +46.2% | -57.3% | -25.9% |
| 5Y | +61.8% | +144.9% | -83.1% | +6.0% |
| 10Y | -75.2% | +1,195.1% | -1,270.2% | -87.9% |
| All | -75.2% | +1,194.2% | -1,269.4% | -87.9% |
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