-75.1%
LULU vs PBF
+59.1%
-134.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -1.6% | +5.3% | -7.0% | -1.9% |
| 30D | -18.1% | +11.7% | -29.8% | -18.7% |
| 3M | -18.8% | +91.1% | -109.8% | -22.2% |
| 6M | -39.2% | +88.4% | -127.6% | -42.2% |
| YTD | -52.4% | +194.1% | -246.4% | -57.7% |
| 1Y | -40.3% | +180.4% | -220.7% | -47.3% |
| 3Y | -75.1% | +59.3% | -134.4% | -78.5% |
| All | -75.1% | +59.1% | -134.2% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling