+24.1%
PPG vs LPLA
+1,251.7%
-1,227.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.1% |
| 7D | -6.2% | -1.5% | -4.7% | -5.8% |
| 30D | -7.9% | -6.0% | -1.9% | -6.2% |
| 3M | -10.2% | +24.0% | -34.3% | -16.3% |
| 6M | +2.7% | +17.0% | -14.3% | -3.1% |
| YTD | +4.9% | -0.7% | +5.6% | +3.5% |
| 1Y | -3.2% | +2.1% | -5.3% | -5.9% |
| 3Y | -17.0% | +48.7% | -65.7% | -31.4% |
| 5Y | -23.3% | +151.2% | -174.6% | -50.3% |
| All | +24.1% | +1,251.7% | -1,227.6% | -50.1% |
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 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