+245.4%
PEP vs LPLA
+1,311.2%
-1,065.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -1.1% | +23.2% | -24.3% | -3.3% |
| 6M | -13.5% | +15.5% | -29.0% | -15.0% |
| YTD | -1.2% | +0.9% | -2.1% | -1.7% |
| 1Y | -1.6% | +0.2% | -1.7% | -2.3% |
| 3Y | -12.5% | +55.2% | -67.7% | -18.5% |
| 5Y | +3.0% | +145.4% | -142.4% | -11.3% |
| 10Y | +73.9% | +1,229.7% | -1,155.7% | +20.0% |
| All | +245.4% | +1,311.2% | -1,065.8% | +122.3% |
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 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