-51.2%
LULU vs PBF
+176.4%
-227.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.3% | -16.1% | -17.5% |
| 7D | -16.7% | +4.3% | -21.0% | -16.4% |
| 30D | -18.5% | +22.0% | -40.5% | -16.8% |
| 3M | -19.5% | +74.5% | -94.0% | -13.7% |
| 6M | -41.9% | +67.7% | -109.6% | -37.7% |
| YTD | -51.6% | +179.2% | -230.8% | -46.8% |
| 1Y | -51.2% | +170.0% | -221.2% | -46.4% |
| All | -51.2% | +176.4% | -227.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling