+245.2%
PFE vs LPLA
+1,311.2%
-1,066.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | -3.1% | +4.8% | +2.2% |
| 30D | +10.2% | -0.1% | +10.3% | +10.2% |
| 3M | +12.7% | +23.2% | -10.5% | +9.4% |
| 6M | +10.5% | +15.5% | -5.0% | +8.0% |
| YTD | +20.2% | +0.9% | +19.3% | +19.2% |
| 1Y | +24.1% | +0.2% | +23.9% | +22.9% |
| 3Y | -3.6% | +55.2% | -58.8% | -11.9% |
| 5Y | -20.9% | +145.4% | -166.3% | -34.5% |
| 10Y | +35.8% | +1,229.7% | -1,193.8% | -19.3% |
| All | +245.2% | +1,311.2% | -1,066.1% | +87.1% |
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