+198.3%
PTC vs LPLA
+1,198.0%
-999.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -13.6% | -1.5% | -12.0% | -13.1% |
| 30D | -14.7% | -6.0% | -8.7% | -13.0% |
| 3M | -5.9% | +21.4% | -27.3% | -11.9% |
| 6M | -21.1% | +12.1% | -33.2% | -24.8% |
| YTD | -26.0% | -1.8% | -24.2% | -26.7% |
| 1Y | -36.8% | +3.2% | -40.0% | -38.8% |
| 3Y | -10.3% | +45.9% | -56.2% | -25.2% |
| 5Y | +1.2% | +144.7% | -143.5% | -33.6% |
| 10Y | +198.3% | +1,222.4% | -1,024.2% | +26.6% |
| All | +198.3% | +1,198.0% | -999.7% | +26.6% |
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