+1,679.0%
PGR vs LPLA
+1,263.8%
+415.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.4% | -3.7% | +0.2% | -2.8% |
| 30D | +1.8% | -6.4% | +8.2% | +3.0% |
| 3M | +5.9% | +20.2% | -14.3% | +2.0% |
| 6M | +4.6% | +12.8% | -8.3% | +1.5% |
| YTD | +1.1% | -2.5% | +3.6% | +0.4% |
| 1Y | -6.6% | +1.9% | -8.5% | -8.4% |
| 3Y | +74.2% | +45.0% | +29.2% | +55.8% |
| 5Y | +159.5% | +146.6% | +12.9% | +103.9% |
| 10Y | +813.4% | +1,213.6% | -400.2% | +401.1% |
| All | +1,679.0% | +1,263.8% | +415.1% | +775.8% |
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