I transfered my entire pension (a lot of money!) across into my SIPP, but not the protected rights portion.
Prior to moving across to my SIPP I was only gaining 2.5% per year
My very big mistake is I gambled it all on PRM!!
It has lost 75% of it's value, but I am not over worried as I can not access it until I am 55 (was 50 when I joined) so should more than recover my losses by then now that I have learned my lesson never to put everything into one company.