-63.6%
PCG vs LPLA
+1,060.6%
-1,124.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -1.6% | +4.1% | -5.7% | -2.5% |
| 30D | +1.4% | -9.0% | +10.4% | +3.0% |
| 3M | -23.4% | -17.6% | -5.8% | -20.8% |
| 6M | -19.4% | -8.8% | -10.5% | -18.8% |
| YTD | -18.5% | -17.0% | -1.5% | -16.9% |
| 1Y | -19.5% | -20.4% | +0.9% | -17.3% |
| 3Y | -21.0% | +35.4% | -56.4% | -30.2% |
| 5Y | +13.7% | +79.7% | -66.0% | -9.1% |
| 10Y | -77.2% | +915.0% | -992.1% | -86.6% |
| All | -63.6% | +1,060.6% | -1,124.2% | -80.1% |
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