+269.6%
PPG vs LPLA
+1,273.0%
-1,003.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -3.7% | -1.5% | -2.2% | -3.3% |
| 30D | -7.2% | -6.0% | -1.2% | -5.6% |
| 3M | -7.3% | +21.4% | -28.7% | -12.8% |
| 6M | +0.3% | +12.1% | -11.8% | -3.9% |
| YTD | +6.5% | -1.8% | +8.4% | +5.5% |
| 1Y | +0.5% | +3.2% | -2.7% | -2.5% |
| 3Y | -15.3% | +45.9% | -61.2% | -28.5% |
| 5Y | -22.9% | +144.7% | -167.5% | -47.1% |
| 10Y | +28.4% | +1,222.4% | -1,194.0% | -49.1% |
| All | +269.6% | +1,273.0% | -1,003.4% | +27.9% |
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 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