-76.7%
LULU vs PBF
+799.3%
-876.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -1.6% | +5.3% | -7.0% | -2.0% |
| 30D | -18.1% | +11.7% | -29.8% | -18.8% |
| 3M | -18.8% | +91.1% | -109.8% | -23.2% |
| 6M | -39.2% | +88.4% | -127.6% | -42.9% |
| YTD | -52.4% | +194.1% | -246.4% | -57.8% |
| 1Y | -40.3% | +180.4% | -220.7% | -47.2% |
| 3Y | -75.1% | +59.3% | -134.4% | -77.5% |
| All | -76.7% | +799.3% | -876.1% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling