-20.0%
PCG vs LPLA
-19.0%
-1.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -1.1% |
| 7D | -2.2% | -3.2% | +0.9% | -2.5% |
| 30D | -0.5% | -8.6% | +8.2% | -1.1% |
| 3M | -24.0% | -18.7% | -5.3% | -25.2% |
| 6M | -18.6% | +4.5% | -23.2% | -18.7% |
| YTD | -17.7% | -15.3% | -2.4% | -18.4% |
| 1Y | -20.0% | -19.9% | -0.1% | -21.0% |
| All | -20.0% | -19.0% | -1.0% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling