-12.2%
PCOR vs LPLA
+104.6%
-116.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.8% |
| 7D | +2.2% | -2.8% | +4.9% | +3.2% |
| 30D | +37.4% | -10.2% | +47.6% | +42.3% |
| 3M | +33.2% | -22.3% | +55.5% | +45.5% |
| 6M | +60.6% | -0.5% | +61.1% | +58.4% |
| YTD | +6.2% | -17.9% | +24.0% | +11.6% |
| 1Y | -1.1% | -22.0% | +21.0% | +6.2% |
| 3Y | +48.4% | +29.4% | +19.0% | +27.5% |
| 5Y | -13.1% | +81.2% | -94.3% | -39.6% |
| All | -12.2% | +104.6% | -116.8% | -41.3% |
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