+35.2%
PFE vs LPLA
+1,198.0%
-1,162.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -4.3% | -1.5% | -2.7% | -4.1% |
| 30D | +2.7% | -6.0% | +8.7% | +3.5% |
| 3M | +10.0% | +21.4% | -11.4% | +7.2% |
| 6M | +7.2% | +12.1% | -4.9% | +5.3% |
| YTD | +17.3% | -1.8% | +19.2% | +16.9% |
| 1Y | +20.3% | +3.2% | +17.1% | +18.8% |
| 3Y | -1.6% | +45.9% | -47.6% | -9.1% |
| 5Y | -21.4% | +144.7% | -166.0% | -35.0% |
| 10Y | +35.2% | +1,222.4% | -1,187.2% | -25.0% |
| All | +35.2% | +1,198.0% | -1,162.7% | -25.0% |
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