+62.8%
PNR vs LPLA
+1,251.7%
-1,188.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.9% |
| 7D | -6.0% | -1.5% | -4.5% | -5.5% |
| 30D | -14.0% | -6.0% | -8.0% | -12.2% |
| 3M | -21.7% | +24.0% | -45.7% | -27.7% |
| 6M | -37.3% | +17.0% | -54.3% | -41.3% |
| YTD | -45.1% | -0.7% | -44.5% | -46.0% |
| 1Y | -49.1% | +2.1% | -51.2% | -50.8% |
| 3Y | -14.8% | +48.7% | -63.5% | -30.7% |
| 5Y | -21.0% | +151.2% | -172.2% | -51.4% |
| All | +62.8% | +1,251.7% | -1,188.8% | -45.9% |
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