-60.0%
PCG vs LPLA
+1,311.2%
-1,371.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | -3.1% | -10.8% | -13.3% |
| 30D | -16.9% | -0.1% | -16.8% | -17.0% |
| 3M | -14.7% | +23.2% | -38.0% | -18.8% |
| 6M | -23.8% | +15.5% | -39.4% | -26.8% |
| YTD | -10.5% | +0.9% | -11.4% | -11.9% |
| 1Y | -5.1% | +0.2% | -5.3% | -6.9% |
| 3Y | -11.6% | +55.2% | -66.8% | -23.6% |
| 5Y | +59.0% | +145.4% | -86.4% | +19.1% |
| 10Y | -75.7% | +1,229.7% | -1,305.4% | -86.4% |
| All | -60.0% | +1,311.2% | -1,371.3% | -78.9% |
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 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