-14.4%
PCOR vs LPLA
+106.6%
-121.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +22.7% | +4.1% | +18.6% | +21.1% |
| 30D | +37.5% | -9.0% | +46.5% | +41.7% |
| 3M | +35.2% | -17.6% | +52.8% | +44.5% |
| 6M | +42.2% | -8.8% | +51.1% | +45.3% |
| YTD | +3.6% | -17.0% | +20.6% | +8.5% |
| 1Y | -4.8% | -20.4% | +15.7% | +1.5% |
| 3Y | +48.3% | +35.4% | +12.9% | +25.2% |
| 5Y | -20.1% | +79.7% | -99.8% | -44.3% |
| All | -14.4% | +106.6% | -121.0% | -42.9% |
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